+211.9%
LHX vs CF
+478.3%
-266.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.0% |
| 7D | +5.3% | +5.4% | 0.0% | +4.3% |
| 30D | +15.8% | +6.5% | +9.3% | +14.3% |
| 3M | -6.1% | +4.6% | -10.7% | -7.2% |
| 6M | -11.4% | -3.3% | -8.1% | -11.4% |
| YTD | -6.3% | +63.9% | -70.1% | -17.1% |
| 1Y | -8.0% | +50.4% | -58.4% | -17.2% |
| 3Y | +58.1% | +68.2% | -10.2% | +36.2% |
| 5Y | +36.3% | +113.8% | -77.5% | +8.5% |
| All | +211.9% | +478.3% | -266.4% | +98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling