-8.4%
LHX vs CAPR
+26.9%
-35.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.8% |
| 7D | -4.8% | -10.6% | +5.8% | -4.7% |
| 30D | -12.7% | +111.2% | -123.9% | -13.2% |
| 3M | -17.6% | -67.2% | +49.6% | -17.6% |
| 6M | -30.7% | -75.1% | +44.4% | -30.6% |
| YTD | -14.3% | -71.2% | +56.9% | -14.3% |
| 1Y | -8.4% | +31.1% | -39.5% | -9.1% |
| All | -8.4% | +26.9% | -35.3% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling