+7,700.9%
LHX vs CMS
+457.8%
+7,243.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -2.0% | +0.4% | -2.3% | -2.1% |
| 30D | -9.9% | -3.6% | -6.3% | -9.1% |
| 3M | -16.5% | -1.9% | -14.6% | -16.1% |
| 6M | -29.6% | -11.0% | -18.6% | -27.5% |
| YTD | -11.6% | +0.2% | -11.8% | -11.7% |
| 1Y | -4.1% | -1.3% | -2.8% | -3.9% |
| 3Y | +53.3% | +35.9% | +17.3% | +40.9% |
| 5Y | +22.3% | +23.1% | -0.8% | +15.0% |
| 10Y | +231.9% | +117.9% | +114.0% | +173.8% |
| All | +7,700.9% | +457.8% | +7,243.1% | +4,637.7% |
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