+57.1%
LHX vs CDW
-30.2%
+87.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | -3.7% | -4.2% | +0.5% | -3.4% |
| 30D | -13.2% | +4.9% | -18.0% | -13.5% |
| 3M | -18.4% | +7.3% | -25.6% | -19.0% |
| 6M | -32.0% | +19.2% | -51.1% | -33.6% |
| YTD | -13.6% | +6.2% | -19.8% | -14.6% |
| 1Y | -6.0% | -14.0% | +8.1% | -4.7% |
| All | +57.1% | -30.2% | +87.3% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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