+3,189.8%
LHX vs CCJ
+1,528.1%
+1,661.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.3% |
| 7D | -4.8% | -3.2% | -1.6% | -4.2% |
| 30D | -12.7% | -1.3% | -11.4% | -12.7% |
| 3M | -17.6% | +2.5% | -20.2% | -18.5% |
| 6M | -30.7% | -18.9% | -11.9% | -28.9% |
| YTD | -14.3% | +6.5% | -20.8% | -16.8% |
| 1Y | -8.4% | +22.8% | -31.2% | -14.4% |
| 3Y | +56.7% | +164.5% | -107.8% | +20.4% |
| 5Y | +18.5% | +303.7% | -285.3% | -20.5% |
| 10Y | +229.6% | +1,064.0% | -834.5% | +56.5% |
| All | +3,189.8% | +1,528.1% | +1,661.6% | +1,261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling