-8.6%
LHX vs CGNX
+19.2%
-27.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.5% | +9.9% | -0.4% |
| 7D | -7.3% | -19.5% | +12.2% | -6.9% |
| 30D | +8.5% | -28.4% | +36.9% | +9.2% |
| 3M | -9.4% | -32.7% | +23.4% | -8.8% |
| 6M | -14.0% | -19.0% | +5.1% | -13.8% |
| YTD | -11.0% | +32.6% | -43.6% | -14.0% |
| 1Y | -8.6% | +18.0% | -26.6% | -11.7% |
| All | -8.6% | +19.2% | -27.8% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling