+2,567.4%
LHX vs CRL
+1,379.5%
+1,187.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | -2.0% | -1.0% | -0.9% | -1.7% |
| 30D | -9.9% | +10.7% | -20.6% | -12.2% |
| 3M | -16.5% | +55.3% | -71.8% | -25.1% |
| 6M | -29.6% | +60.7% | -90.2% | -37.9% |
| YTD | -11.6% | +44.6% | -56.2% | -20.4% |
| 1Y | -4.1% | +77.7% | -81.8% | -18.3% |
| 3Y | +53.3% | +37.6% | +15.6% | +31.7% |
| 5Y | +22.3% | -35.8% | +58.1% | +23.8% |
| 10Y | +231.9% | +241.7% | -9.9% | +98.9% |
| All | +2,567.4% | +1,379.5% | +1,187.9% | +1,008.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling