+7,517.2%
LHX vs CRS
+9,806.3%
-2,289.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | -13.2% | -18.1% | +4.9% | -8.9% |
| 3M | -18.4% | -12.4% | -5.9% | -16.0% |
| 6M | -32.0% | +15.9% | -47.9% | -35.2% |
| YTD | -13.6% | +45.8% | -59.5% | -22.7% |
| 1Y | -6.0% | +87.8% | -93.7% | -21.8% |
| 3Y | +57.9% | +648.7% | -590.8% | -12.8% |
| 5Y | +19.2% | +1,416.6% | -1,397.4% | -48.3% |
| 10Y | +232.3% | +1,412.7% | -1,180.4% | +22.5% |
| All | +7,517.2% | +9,806.3% | -2,289.1% | +1,212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling