+404.8%
LHX vs CFG
+358.5%
+46.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +5.3% | +1.6% | +3.7% | +4.9% |
| 30D | +15.8% | +3.3% | +12.5% | +14.9% |
| 3M | -6.1% | -11.5% | +5.5% | -3.4% |
| 6M | -11.4% | +6.2% | -17.6% | -12.9% |
| YTD | -6.3% | +14.3% | -20.5% | -9.8% |
| 1Y | -8.0% | +26.7% | -34.7% | -13.6% |
| 3Y | +58.1% | +187.8% | -129.7% | +18.1% |
| 5Y | +36.3% | +61.3% | -25.0% | +14.4% |
| 10Y | +216.9% | +217.2% | -0.3% | +95.1% |
| All | +404.8% | +358.5% | +46.3% | +174.7% |
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