+8,313.6%
LHX vs CMS
+471.9%
+7,841.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +6.5% | -1.1% | +7.6% | +6.8% |
| 30D | +16.1% | +6.6% | +9.5% | +14.2% |
| 3M | -2.8% | +0.8% | -3.6% | -3.0% |
| 6M | -7.7% | -3.3% | -4.4% | -6.9% |
| YTD | -4.6% | +2.7% | -7.3% | -5.3% |
| 1Y | -6.8% | -4.0% | -2.8% | -5.9% |
| 3Y | +60.8% | +37.6% | +23.2% | +47.5% |
| 5Y | +39.5% | +35.4% | +4.1% | +28.2% |
| 10Y | +222.4% | +136.0% | +86.4% | +161.5% |
| All | +8,313.6% | +471.9% | +7,841.7% | +4,976.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling