-7.1%
LHX vs CF
+47.0%
-54.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | +14.5% | +6.9% | +7.6% | +14.1% |
| 3M | -4.9% | +4.8% | -9.7% | -5.1% |
| 6M | -8.6% | +4.7% | -13.3% | -8.9% |
| YTD | -6.4% | +56.5% | -62.9% | -16.7% |
| All | -7.1% | +47.0% | -54.1% | -17.3% |
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