+56.6%
LHX vs CAPR
+264.4%
-207.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.7% | +7.0% | -1.7% |
| 7D | +5.3% | +19.1% | -13.8% | +5.2% |
| 30D | +15.8% | +48.8% | -33.0% | +15.5% |
| 3M | -6.1% | +144.4% | -150.4% | -6.6% |
| 6M | -11.4% | -67.5% | +56.1% | -11.4% |
| YTD | -6.3% | -64.5% | +58.3% | -6.4% |
| 1Y | -8.0% | +74.4% | -82.4% | -9.2% |
| All | +56.6% | +264.4% | -207.8% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling