+36.0%
LHX vs CNH
-17.7%
+53.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +4.8% | +3.0% | +1.8% | +4.3% |
| 30D | +14.7% | -0.6% | +15.3% | +14.6% |
| 3M | -5.1% | +14.6% | -19.8% | -7.5% |
| 6M | -9.9% | +11.8% | -21.6% | -12.1% |
| YTD | -6.1% | +30.4% | -36.5% | -10.8% |
| 1Y | -4.0% | +19.1% | -23.0% | -7.7% |
| 3Y | +56.9% | +30.2% | +26.7% | +44.9% |
| All | +36.0% | -17.7% | +53.7% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling