+212.5%
LHX vs CP
+257.3%
-44.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +4.8% | +2.1% | +2.6% | +4.0% |
| 30D | +14.7% | +9.3% | +5.3% | +10.9% |
| 3M | -5.1% | +0.5% | -5.6% | -5.6% |
| 6M | -9.9% | +10.4% | -20.3% | -13.4% |
| YTD | -6.1% | +28.7% | -34.8% | -15.1% |
| 1Y | -4.0% | +33.2% | -37.2% | -14.3% |
| 3Y | +56.9% | +38.4% | +18.5% | +34.3% |
| 5Y | +36.6% | +26.2% | +10.4% | +18.8% |
| All | +212.5% | +257.3% | -44.8% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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