+36.3%
LHX vs CAPR
+192.6%
-156.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.4% |
| 3M | -6.1% | +144.4% | -150.4% | -6.8% |
| 6M | -11.4% | -67.5% | +56.1% | -11.4% |
| YTD | -6.3% | -64.5% | +58.3% | -6.3% |
| 1Y | -8.0% | +74.4% | -82.4% | -9.9% |
| 3Y | +58.1% | +265.7% | -207.6% | +45.8% |
| 5Y | +36.3% | +196.0% | -159.6% | +28.0% |
| All | +36.3% | +192.6% | -156.2% | +28.0% |
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