+225.8%
LHX vs CFG
+311.8%
-86.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -4.8% | -1.7% | -3.1% | -4.4% |
| 30D | -12.7% | -4.6% | -8.1% | -11.8% |
| 3M | -17.6% | +7.9% | -25.5% | -19.2% |
| 6M | -30.7% | +19.9% | -50.6% | -33.7% |
| YTD | -14.3% | +21.7% | -36.0% | -18.5% |
| 1Y | -8.4% | +38.4% | -46.8% | -15.5% |
| 3Y | +56.7% | +187.0% | -130.3% | +19.0% |
| 5Y | +18.5% | +99.5% | -81.1% | -4.9% |
| All | +225.8% | +311.8% | -86.1% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling