+19.2%
LHX vs CNH
+12.3%
+6.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.4% |
| 7D | -3.7% | +1.8% | -5.5% | -4.0% |
| 30D | -13.2% | +32.6% | -45.8% | -16.5% |
| 3M | -18.4% | +29.4% | -47.8% | -21.4% |
| 6M | -32.0% | +26.0% | -57.9% | -34.4% |
| YTD | -13.6% | +52.2% | -65.9% | -19.1% |
| 1Y | -6.0% | +23.9% | -29.8% | -9.5% |
| 3Y | +57.9% | +10.1% | +47.8% | +52.3% |
| 5Y | +19.2% | +13.2% | +6.1% | +15.6% |
| All | +19.2% | +12.3% | +6.9% | +15.6% |
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