+7,700.9%
LHX vs CNP
+1,826.3%
+5,874.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | -9.9% | -1.8% | -8.1% | -9.6% |
| 3M | -16.5% | -4.6% | -11.8% | -15.6% |
| 6M | -29.6% | -8.8% | -20.7% | -28.2% |
| YTD | -11.6% | +5.2% | -16.8% | -12.6% |
| 1Y | -4.1% | +8.3% | -12.4% | -5.9% |
| 3Y | +53.3% | +54.9% | -1.6% | +38.3% |
| 5Y | +22.3% | +73.5% | -51.2% | +7.5% |
| 10Y | +231.9% | +139.1% | +92.7% | +166.7% |
| All | +7,700.9% | +1,826.3% | +5,874.6% | +3,531.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling