-9.3%
LHX vs CF
+35.9%
-45.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.4% | -2.1% | -6.2% |
| 7D | -0.3% | -6.9% | +6.5% | +0.1% |
| 30D | +9.7% | -3.7% | +13.4% | +9.9% |
| 3M | -8.5% | -5.0% | -3.6% | -8.3% |
| 6M | -15.1% | -10.5% | -4.6% | -14.8% |
| YTD | -10.4% | +46.5% | -56.9% | -20.1% |
| 1Y | -9.3% | +34.8% | -44.1% | -18.7% |
| All | -9.3% | +35.9% | -45.2% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling