+15.8%
LHX vs CRBG
+117.3%
-101.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.4% |
| 7D | -4.3% | +0.6% | -4.8% | -4.4% |
| 30D | -15.1% | +2.6% | -17.8% | -15.5% |
| 3M | -21.0% | +24.0% | -45.0% | -23.8% |
| 6M | -32.0% | +50.5% | -82.5% | -36.6% |
| YTD | -15.3% | +17.1% | -32.5% | -18.1% |
| 1Y | -11.1% | +5.9% | -16.9% | -12.6% |
| 3Y | +54.0% | +122.7% | -68.7% | +24.0% |
| All | +15.8% | +117.3% | -101.5% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling