+212.5%
LHX vs CMS
+140.2%
+72.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.7% |
| 7D | +4.8% | +1.7% | +3.1% | +3.9% |
| 30D | +14.7% | +6.2% | +8.5% | +11.3% |
| 3M | -5.1% | +0.6% | -5.8% | -5.5% |
| 6M | -9.9% | -1.8% | -8.1% | -9.3% |
| YTD | -6.1% | +3.8% | -9.9% | -8.1% |
| 1Y | -4.0% | -1.8% | -2.2% | -3.5% |
| 3Y | +56.9% | +39.8% | +17.1% | +30.1% |
| 5Y | +36.6% | +37.1% | -0.5% | +13.0% |
| All | +212.5% | +140.2% | +72.3% | +132.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling