+222.0%
LHX vs CRS
+1,392.1%
-1,170.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -4.3% | -6.8% | +2.5% | -3.1% |
| 30D | -15.1% | -16.1% | +1.0% | -12.5% |
| 3M | -21.0% | -21.2% | +0.2% | -17.8% |
| 6M | -32.0% | +8.7% | -40.7% | -33.5% |
| YTD | -15.3% | +41.0% | -56.3% | -21.2% |
| 1Y | -11.1% | +82.7% | -93.7% | -21.4% |
| 3Y | +54.0% | +604.8% | -550.8% | +2.0% |
| 5Y | +17.1% | +1,384.7% | -1,367.6% | -35.5% |
| All | +222.0% | +1,392.1% | -1,170.0% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling