+18.5%
LHX vs CCI
-50.8%
+69.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | -4.8% | -4.4% | -0.4% | -3.9% |
| 30D | -12.7% | +0.3% | -13.1% | -12.8% |
| 3M | -17.6% | -20.0% | +2.3% | -13.7% |
| 6M | -30.7% | -14.5% | -16.2% | -28.6% |
| YTD | -14.3% | -14.9% | +0.5% | -11.9% |
| 1Y | -8.4% | -17.7% | +9.3% | -5.0% |
| 3Y | +56.7% | -12.4% | +69.0% | +57.1% |
| 5Y | +18.5% | -50.1% | +68.6% | +34.4% |
| All | +18.5% | -50.8% | +69.2% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling