-4.5%
LHX vs CMS
-1.9%
-2.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | -10.4% | -3.6% | -6.8% | -8.9% |
| 3M | -16.9% | -1.9% | -15.0% | -16.0% |
| 6M | -29.9% | -11.0% | -19.0% | -26.1% |
| YTD | -12.0% | +0.2% | -12.2% | -11.3% |
| 1Y | -4.5% | -1.3% | -3.2% | -3.0% |
| All | -4.5% | -1.9% | -2.7% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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