+54.0%
LHX vs CCI
-10.3%
+64.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.6% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | -15.1% | +2.2% | -17.4% | -15.5% |
| 3M | -21.0% | -16.9% | -4.1% | -18.2% |
| 6M | -32.0% | -11.5% | -20.5% | -30.5% |
| YTD | -15.3% | -12.8% | -2.5% | -13.4% |
| 1Y | -11.1% | -17.1% | +6.0% | -8.1% |
| 3Y | +54.0% | -9.6% | +63.7% | +54.3% |
| All | +54.0% | -10.3% | +64.3% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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