+23.3%
LHX vs CF
+227.0%
-203.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.2% |
| 7D | -2.0% | +6.0% | -8.0% | -2.9% |
| 30D | -9.9% | +14.8% | -24.8% | -12.0% |
| 3M | -16.5% | +14.1% | -30.5% | -18.5% |
| 6M | -29.6% | +28.5% | -58.1% | -33.6% |
| YTD | -11.6% | +74.9% | -86.5% | -21.5% |
| 1Y | -4.1% | +61.7% | -65.8% | -13.8% |
| 3Y | +53.3% | +80.3% | -27.1% | +32.3% |
| All | +23.3% | +227.0% | -203.6% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling