-4.5%
LHX vs CRS
+102.1%
-106.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.4% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -10.4% | -16.6% | +6.3% | -7.8% |
| 3M | -16.9% | -3.5% | -13.4% | -16.6% |
| 6M | -29.9% | +15.4% | -45.4% | -31.9% |
| YTD | -12.0% | +51.2% | -63.2% | -17.7% |
| 1Y | -4.5% | +98.3% | -102.8% | -13.2% |
| All | -4.5% | +102.1% | -106.6% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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