+8,184.6%
LHX vs CPB
+359.2%
+7,825.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.5% |
| 7D | +4.8% | -1.6% | +6.4% | +5.1% |
| 30D | +14.7% | +19.2% | -4.5% | +10.3% |
| 3M | -5.1% | -0.9% | -4.2% | -5.3% |
| 6M | -9.9% | +15.2% | -25.1% | -13.1% |
| YTD | -6.1% | -13.1% | +7.0% | -4.5% |
| 1Y | -4.0% | -22.4% | +18.4% | -0.1% |
| 3Y | +56.9% | -35.3% | +92.2% | +67.9% |
| 5Y | +36.6% | -33.0% | +69.6% | +44.2% |
| 10Y | +217.5% | -39.2% | +256.6% | +232.2% |
| All | +8,184.6% | +359.2% | +7,825.4% | +5,015.1% |
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 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