-4.5%
LHX vs CRL
+78.8%
-83.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | -10.4% | +10.7% | -21.0% | -11.2% |
| 3M | -16.9% | +55.3% | -72.2% | -20.2% |
| 6M | -29.9% | +60.7% | -90.6% | -33.1% |
| YTD | -12.0% | +44.6% | -56.6% | -15.8% |
| 1Y | -4.5% | +77.7% | -82.3% | -9.5% |
| All | -4.5% | +78.8% | -83.4% | -9.5% |
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