+620.1%
LHX vs CDW
+1,030.0%
-409.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +4.8% | +9.3% | -4.5% | +2.5% |
| 30D | +14.7% | +14.4% | +0.3% | +10.3% |
| 3M | -5.1% | +21.4% | -26.5% | -10.6% |
| 6M | -9.9% | +72.8% | -82.7% | -23.8% |
| YTD | -6.1% | +28.0% | -34.1% | -15.0% |
| 1Y | -4.0% | +19.3% | -23.3% | -11.3% |
| 3Y | +56.9% | -15.3% | +72.2% | +56.0% |
| 5Y | +36.6% | -3.8% | +40.4% | +26.9% |
| 10Y | +217.5% | +318.5% | -101.0% | +75.0% |
| All | +620.1% | +1,030.0% | -409.8% | +239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling