+696.7%
LHX vs CG
+306.7%
+390.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -4.3% | -9.9% | +5.6% | -2.2% |
| 30D | -15.1% | -11.7% | -3.5% | -13.1% |
| 3M | -21.0% | -4.3% | -16.7% | -20.6% |
| 6M | -32.0% | -8.8% | -23.2% | -31.1% |
| YTD | -15.3% | -26.9% | +11.5% | -10.7% |
| 1Y | -11.1% | -35.4% | +24.4% | -4.0% |
| 3Y | +54.0% | +43.0% | +11.0% | +36.1% |
| 5Y | +17.1% | +1.9% | +15.2% | +7.4% |
| 10Y | +225.8% | +313.9% | -88.1% | +106.9% |
| All | +696.7% | +306.7% | +390.0% | +412.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling