+222.0%
LHX vs CNP
+137.0%
+85.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.3% | -1.4% | -2.8% | -3.7% |
| 30D | -15.1% | -2.9% | -12.2% | -14.1% |
| 3M | -21.0% | -7.5% | -13.4% | -18.5% |
| 6M | -32.0% | -7.9% | -24.1% | -29.8% |
| YTD | -15.3% | +3.7% | -19.1% | -16.8% |
| 1Y | -11.1% | +4.6% | -15.7% | -13.0% |
| 3Y | +54.0% | +49.1% | +4.9% | +28.4% |
| 5Y | +17.1% | +69.2% | -52.1% | -7.9% |
| All | +222.0% | +137.0% | +85.0% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling