+225.8%
LHX vs CNH
+157.1%
+68.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.2% |
| 7D | -4.8% | -2.5% | -2.3% | -4.4% |
| 30D | -12.7% | +27.0% | -39.7% | -17.6% |
| 3M | -17.6% | +32.6% | -50.2% | -23.2% |
| 6M | -30.7% | +23.6% | -54.3% | -34.8% |
| YTD | -14.3% | +47.8% | -62.2% | -22.8% |
| 1Y | -8.4% | +21.3% | -29.7% | -13.8% |
| 3Y | +56.7% | +7.0% | +49.7% | +47.7% |
| 5Y | +18.5% | +10.2% | +8.3% | +7.0% |
| All | +225.8% | +157.1% | +68.7% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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