+56.9%
LHX vs CNH
+29.5%
+27.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +4.8% | +3.0% | +1.8% | +4.4% |
| 30D | +14.7% | -0.6% | +15.3% | +14.6% |
| 3M | -5.1% | +14.6% | -19.8% | -6.9% |
| 6M | -9.9% | +11.8% | -21.6% | -11.5% |
| YTD | -6.1% | +30.4% | -36.5% | -9.5% |
| 1Y | -4.0% | +19.1% | -23.0% | -6.6% |
| 3Y | +56.9% | +30.2% | +26.7% | +50.4% |
| All | +56.9% | +29.5% | +27.4% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling