+232.3%
LHX vs CF
+599.7%
-367.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.6% |
| 7D | -3.7% | -0.8% | -2.9% | -3.6% |
| 30D | -13.2% | +14.3% | -27.4% | -15.5% |
| 3M | -18.4% | +27.9% | -46.2% | -22.5% |
| 6M | -32.0% | +25.5% | -57.5% | -36.0% |
| YTD | -13.6% | +81.2% | -94.8% | -25.0% |
| 1Y | -6.0% | +66.5% | -72.5% | -17.1% |
| 3Y | +57.9% | +76.7% | -18.7% | +35.0% |
| 5Y | +19.2% | +237.8% | -218.6% | -14.3% |
| 10Y | +232.3% | +619.9% | -387.6% | +92.7% |
| All | +232.3% | +599.7% | -367.4% | +92.7% |
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