+222.0%
LHX vs CCJ
+1,065.5%
-843.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.1% |
| 7D | -4.3% | -4.0% | -0.2% | -3.9% |
| 30D | -15.1% | -2.4% | -12.8% | -15.0% |
| 3M | -21.0% | -2.3% | -18.7% | -21.0% |
| 6M | -32.0% | -16.2% | -15.8% | -31.2% |
| YTD | -15.3% | +5.7% | -21.0% | -16.4% |
| 1Y | -11.1% | +21.3% | -32.3% | -13.8% |
| 3Y | +54.0% | +159.4% | -105.4% | +34.5% |
| 5Y | +17.1% | +300.7% | -283.5% | -4.7% |
| All | +222.0% | +1,065.5% | -843.4% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling