-9.3%
LHX vs CRL
+85.3%
-94.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.3% | +0.8% | -5.8% |
| 7D | -0.3% | -12.8% | +12.4% | +0.8% |
| 30D | +9.7% | +5.0% | +4.7% | +9.3% |
| 3M | -8.5% | +39.4% | -47.9% | -11.3% |
| 6M | -15.1% | +89.4% | -104.4% | -20.1% |
| YTD | -10.4% | +63.6% | -74.0% | -15.9% |
| 1Y | -9.3% | +83.5% | -92.8% | -16.8% |
| All | -9.3% | +85.3% | -94.6% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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