+51.5%
LHX vs CF
+57.7%
-6.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -6.4% | -3.2% | -3.2% | -6.1% |
| 30D | +11.2% | +4.3% | +6.9% | +10.8% |
| 3M | -9.8% | +2.8% | -12.6% | -10.2% |
| 6M | -13.2% | +0.6% | -13.9% | -13.6% |
| YTD | -10.4% | +56.6% | -67.0% | -17.3% |
| 1Y | -7.3% | +49.6% | -56.9% | -14.0% |
| 3Y | +51.5% | +61.5% | -10.0% | +37.6% |
| All | +51.5% | +57.7% | -6.3% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling