+405.7%
LHX vs CFG
+361.3%
+44.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +4.8% | +3.2% | +1.6% | +4.0% |
| 30D | +14.7% | +5.1% | +9.5% | +13.3% |
| 3M | -5.1% | -11.2% | +6.1% | -2.5% |
| 6M | -9.9% | +9.6% | -19.5% | -12.1% |
| YTD | -6.1% | +15.0% | -21.0% | -9.7% |
| 1Y | -4.0% | +29.9% | -33.9% | -10.4% |
| 3Y | +56.9% | +192.1% | -135.2% | +16.8% |
| 5Y | +36.6% | +62.3% | -25.7% | +14.4% |
| 10Y | +217.5% | +219.2% | -1.7% | +95.2% |
| All | +405.7% | +361.3% | +44.4% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling