+19.2%
LHX vs CP
+30.0%
-10.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | -13.2% | -0.5% | -12.7% | -13.1% |
| 3M | -18.4% | +0.1% | -18.4% | -18.5% |
| 6M | -32.0% | +7.8% | -39.8% | -33.4% |
| YTD | -13.6% | +22.9% | -36.5% | -18.4% |
| 1Y | -6.0% | +21.3% | -27.3% | -10.9% |
| 3Y | +57.9% | +20.4% | +37.6% | +46.6% |
| 5Y | +19.2% | +34.9% | -15.7% | +4.4% |
| All | +19.2% | +30.0% | -10.8% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling