+2,702.3%
LHX vs CCI
+907.3%
+1,795.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | -10.4% | +0.5% | -10.9% | -10.5% |
| 3M | -14.9% | -16.3% | +1.3% | -12.1% |
| 6M | -29.6% | -13.9% | -15.7% | -27.8% |
| YTD | -11.8% | -12.4% | +0.6% | -10.1% |
| 1Y | -5.1% | -15.2% | +10.1% | -2.6% |
| 3Y | +61.3% | -9.9% | +71.2% | +61.7% |
| 5Y | +22.4% | -50.8% | +73.2% | +37.1% |
| 10Y | +232.2% | +18.3% | +213.9% | +211.7% |
| All | +2,702.3% | +907.3% | +1,795.0% | +1,618.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling