-5.1%
LHX vs CF
+60.9%
-66.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -2.5% | -0.9% | -1.6% | -2.5% |
| 30D | -10.4% | +18.1% | -28.4% | -11.1% |
| 3M | -14.9% | +23.4% | -38.3% | -15.9% |
| 6M | -29.6% | +17.1% | -46.7% | -30.9% |
| YTD | -11.8% | +76.2% | -88.0% | -19.6% |
| 1Y | -5.1% | +62.3% | -67.3% | -12.2% |
| All | -5.1% | +60.9% | -66.0% | -12.2% |
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