+1,125.6%
LHX vs CF
+5,489.8%
-4,364.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +6.5% | +10.4% | -3.9% | +4.0% |
| 30D | +16.1% | +7.6% | +8.5% | +14.0% |
| 3M | -2.8% | +5.2% | -8.0% | -4.4% |
| 6M | -7.7% | -0.1% | -7.6% | -8.5% |
| YTD | -4.6% | +61.7% | -66.3% | -17.2% |
| 1Y | -6.8% | +50.3% | -57.1% | -17.7% |
| 3Y | +60.8% | +66.0% | -5.1% | +35.6% |
| 5Y | +39.5% | +114.5% | -75.0% | +6.5% |
| 10Y | +222.4% | +471.5% | -249.1% | +75.2% |
| All | +1,125.6% | +5,489.8% | -4,364.1% | +169.5% |
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