+18.5%
LHX vs CG
+2.7%
+15.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.5% |
| 7D | -4.8% | -9.8% | +5.0% | -3.5% |
| 30D | -12.7% | -10.3% | -2.4% | -11.6% |
| 3M | -17.6% | -1.7% | -16.0% | -17.6% |
| 6M | -30.7% | -9.8% | -20.9% | -30.0% |
| YTD | -14.3% | -25.6% | +11.2% | -11.5% |
| 1Y | -8.4% | -32.5% | +24.1% | -4.3% |
| 3Y | +56.7% | +45.6% | +11.0% | +45.5% |
| 5Y | +18.5% | +3.7% | +14.8% | +8.7% |
| All | +18.5% | +2.7% | +15.8% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling