+60.4%
LHX vs CMS
+35.8%
+24.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -2.5% | +1.2% | -3.7% | -3.0% |
| 30D | -10.4% | -3.2% | -7.2% | -9.2% |
| 3M | -14.9% | -2.2% | -12.7% | -14.1% |
| 6M | -29.6% | -9.4% | -20.2% | -26.8% |
| YTD | -11.8% | +0.7% | -12.5% | -12.0% |
| 1Y | -5.1% | +0.4% | -5.4% | -5.2% |
| All | +60.4% | +35.8% | +24.7% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling