+2,961.9%
LHX vs CNI
+6,516.9%
-3,554.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | -4.3% | -0.4% | -3.9% | -4.1% |
| 30D | -15.1% | -2.7% | -12.4% | -14.2% |
| 3M | -21.0% | +3.9% | -24.9% | -22.4% |
| 6M | -32.0% | +16.4% | -48.4% | -36.7% |
| YTD | -15.3% | +25.8% | -41.1% | -23.9% |
| 1Y | -11.1% | +32.4% | -43.4% | -22.0% |
| 3Y | +54.0% | +19.1% | +34.9% | +38.9% |
| 5Y | +17.1% | +13.6% | +3.6% | +5.7% |
| 10Y | +225.8% | +136.8% | +89.0% | +104.6% |
| All | +2,961.9% | +6,516.9% | -3,554.9% | +437.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling