+19.2%
LHX vs CAPR
+76.3%
-57.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.6% | -2.1% |
| 7D | -3.7% | -12.6% | +8.9% | -3.6% |
| 30D | -13.2% | +124.4% | -137.6% | -13.7% |
| 3M | -18.4% | -66.8% | +48.4% | -18.3% |
| 6M | -32.0% | -71.8% | +39.8% | -31.8% |
| YTD | -13.6% | -70.1% | +56.4% | -13.5% |
| 1Y | -6.0% | +33.3% | -39.3% | -7.7% |
| 3Y | +57.9% | +36.7% | +21.2% | +49.7% |
| 5Y | +19.2% | +72.5% | -53.2% | +11.5% |
| All | +19.2% | +76.3% | -57.1% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling