-4.5%
LHX vs CF
+62.4%
-67.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.1% | -2.0% |
| 7D | -2.4% | +6.0% | -8.4% | -2.7% |
| 30D | -10.4% | +14.8% | -25.2% | -11.0% |
| 3M | -16.9% | +14.1% | -30.9% | -17.5% |
| 6M | -29.9% | +28.5% | -58.5% | -32.3% |
| YTD | -12.0% | +74.9% | -86.9% | -19.7% |
| 1Y | -4.5% | +61.7% | -66.2% | -11.4% |
| All | -4.5% | +62.4% | -67.0% | -11.4% |
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