+18.5%
LHX vs CPB
-40.6%
+59.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | 0.0% |
| 7D | -4.8% | -5.4% | +0.6% | -3.9% |
| 30D | -12.7% | -7.8% | -4.9% | -11.6% |
| 3M | -17.6% | -6.9% | -10.7% | -16.8% |
| 6M | -30.7% | -12.2% | -18.5% | -29.4% |
| YTD | -14.3% | -21.1% | +6.7% | -11.1% |
| 1Y | -8.4% | -33.5% | +25.1% | -1.3% |
| 3Y | +56.7% | -43.2% | +99.8% | +72.3% |
| 5Y | +18.5% | -40.9% | +59.4% | +30.0% |
| All | +18.5% | -40.6% | +59.1% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling