+54.0%
LHX vs CNI
+19.7%
+34.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -4.3% | -0.4% | -3.9% | -4.2% |
| 30D | -15.1% | -2.7% | -12.4% | -14.6% |
| 3M | -21.0% | +3.9% | -24.9% | -21.7% |
| 6M | -32.0% | +16.4% | -48.4% | -34.8% |
| YTD | -15.3% | +25.8% | -41.1% | -20.5% |
| 1Y | -11.1% | +32.4% | -43.4% | -17.6% |
| 3Y | +54.0% | +19.1% | +34.9% | +41.6% |
| All | +54.0% | +19.7% | +34.3% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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