+689.3%
LHX vs CAPR
-99.1%
+788.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | -2.0% | -2.0% | 0.0% | -1.9% |
| 30D | -9.9% | +139.2% | -149.1% | -10.4% |
| 3M | -16.5% | -66.4% | +49.9% | -16.4% |
| 6M | -29.6% | -63.1% | +33.5% | -29.5% |
| YTD | -11.6% | -67.4% | +55.9% | -11.5% |
| 1Y | -4.1% | +58.2% | -62.3% | -5.5% |
| 3Y | +53.3% | +42.2% | +11.0% | +50.1% |
| 5Y | +22.3% | +87.3% | -65.0% | +19.4% |
| 10Y | +231.9% | -75.3% | +307.1% | +220.7% |
| All | +689.3% | -99.1% | +788.4% | +682.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling