+222.0%
LHX vs CRL
+256.1%
-34.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.1% | -1.5% |
| 7D | -4.3% | -3.5% | -0.7% | -3.7% |
| 30D | -15.1% | -2.1% | -13.0% | -14.9% |
| 3M | -21.0% | +48.0% | -68.9% | -26.5% |
| 6M | -32.0% | +64.7% | -96.7% | -38.3% |
| YTD | -15.3% | +39.5% | -54.8% | -21.2% |
| 1Y | -11.1% | +74.2% | -85.2% | -20.8% |
| 3Y | +54.0% | +39.4% | +14.6% | +37.4% |
| 5Y | +17.1% | -36.9% | +54.0% | +25.1% |
| All | +222.0% | +256.1% | -34.0% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling