+222.0%
LHX vs CGNX
+193.6%
+28.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -1.8% |
| 7D | -4.3% | +3.2% | -7.4% | -4.7% |
| 30D | -15.1% | +6.0% | -21.1% | -16.0% |
| 3M | -21.0% | +3.5% | -24.5% | -22.0% |
| 6M | -32.0% | +26.3% | -58.3% | -35.3% |
| YTD | -15.3% | +79.2% | -94.6% | -25.2% |
| 1Y | -11.1% | +43.8% | -54.8% | -18.8% |
| 3Y | +54.0% | +52.0% | +2.1% | +34.3% |
| 5Y | +17.1% | -24.0% | +41.2% | +15.7% |
| All | +222.0% | +193.6% | +28.4% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling