+2,314.1%
LHX vs CNQ
+5,432.5%
-3,118.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.0% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -15.1% | +6.2% | -21.3% | -16.4% |
| 3M | -21.0% | +12.4% | -33.3% | -23.4% |
| 6M | -32.0% | +9.0% | -41.0% | -34.0% |
| YTD | -15.3% | +52.2% | -67.5% | -24.3% |
| 1Y | -11.1% | +65.0% | -76.1% | -22.2% |
| 3Y | +54.0% | +78.8% | -24.8% | +29.8% |
| 5Y | +17.1% | +286.0% | -268.9% | -20.0% |
| 10Y | +225.8% | +420.7% | -194.9% | +83.9% |
| All | +2,314.1% | +5,432.5% | -3,118.4% | +932.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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