+1,036.4%
LHX vs CF
+5,948.3%
-4,911.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.9% |
| 7D | -2.0% | +6.0% | -8.0% | -3.4% |
| 30D | -9.9% | +14.8% | -24.8% | -13.0% |
| 3M | -16.5% | +14.1% | -30.5% | -19.4% |
| 6M | -29.6% | +28.5% | -58.1% | -35.0% |
| YTD | -11.6% | +74.9% | -86.5% | -24.4% |
| 1Y | -4.1% | +61.7% | -65.8% | -16.7% |
| 3Y | +53.3% | +80.3% | -27.1% | +26.8% |
| 5Y | +22.3% | +226.0% | -203.7% | -16.1% |
| 10Y | +231.9% | +569.9% | -338.0% | +73.0% |
| All | +1,036.4% | +5,948.3% | -4,911.9% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling