-7.3%
LHX vs CRBG
+15.6%
-22.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -6.4% | -2.1% | -4.3% | -6.2% |
| 30D | +11.2% | -0.9% | +12.1% | +11.3% |
| 3M | -9.8% | +1.0% | -10.8% | -10.0% |
| 6M | -13.2% | +23.5% | -36.7% | -16.0% |
| YTD | -10.4% | +16.0% | -26.4% | -13.4% |
| 1Y | -7.3% | +17.9% | -25.2% | -10.5% |
| All | -7.3% | +15.6% | -22.9% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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