+7,700.9%
LHX vs CPB
+325.7%
+7,375.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.0% |
| 7D | -2.0% | -8.6% | +6.6% | -0.2% |
| 30D | -9.9% | -7.2% | -2.7% | -8.7% |
| 3M | -16.5% | +0.9% | -17.4% | -17.0% |
| 6M | -29.6% | -11.8% | -17.8% | -28.2% |
| YTD | -11.6% | -19.4% | +7.8% | -8.3% |
| 1Y | -4.1% | -30.4% | +26.3% | +2.3% |
| 3Y | +53.3% | -40.2% | +93.4% | +67.1% |
| 5Y | +22.3% | -39.5% | +61.8% | +32.2% |
| 10Y | +231.9% | -47.4% | +279.3% | +259.1% |
| All | +7,700.9% | +325.7% | +7,375.2% | +4,807.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling