+738.2%
LHX vs CAPR
-99.0%
+837.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.2% |
| 7D | +4.8% | +5.9% | -1.1% | +4.7% |
| 30D | +14.7% | +44.6% | -29.9% | +14.4% |
| 3M | -5.1% | +126.4% | -131.5% | -5.6% |
| 6M | -9.9% | -68.6% | +58.7% | -9.8% |
| YTD | -6.1% | -67.0% | +60.9% | -6.1% |
| 1Y | -4.0% | +65.2% | -69.2% | -5.5% |
| 3Y | +56.9% | +235.6% | -178.6% | +53.2% |
| 5Y | +36.6% | +175.4% | -138.8% | +33.1% |
| 10Y | +217.5% | -65.0% | +282.4% | +206.4% |
| All | +738.2% | -99.0% | +837.3% | +730.7% |
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