-11.1%
LHX vs CPB
-33.6%
+22.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -4.3% | -1.8% | -2.5% | -4.2% |
| 30D | -15.1% | -7.1% | -8.1% | -15.0% |
| 3M | -21.0% | -6.0% | -14.9% | -20.9% |
| 6M | -32.0% | -5.3% | -26.7% | -31.9% |
| YTD | -15.3% | -20.8% | +5.5% | -16.2% |
| 1Y | -11.1% | -33.8% | +22.8% | -12.1% |
| All | -11.1% | -33.6% | +22.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling