+18.5%
LHX vs CNP
+66.3%
-47.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.2% |
| 7D | -4.8% | -2.2% | -2.6% | -4.0% |
| 30D | -12.7% | -2.1% | -10.7% | -12.0% |
| 3M | -17.6% | -7.9% | -9.7% | -14.9% |
| 6M | -30.7% | -8.3% | -22.4% | -28.4% |
| YTD | -14.3% | +3.8% | -18.1% | -15.8% |
| 1Y | -8.4% | +5.9% | -14.3% | -10.8% |
| 3Y | +56.7% | +49.3% | +7.4% | +29.6% |
| 5Y | +18.5% | +69.3% | -50.8% | -6.1% |
| All | +18.5% | +66.3% | -47.8% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling