-9.3%
LHX vs CSGP
-53.2%
+43.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.0% | -10.5% | -6.7% |
| 7D | -0.3% | +18.3% | -18.6% | -1.4% |
| 30D | +9.7% | +17.8% | -8.1% | +8.6% |
| 3M | -8.5% | +9.3% | -17.8% | -9.1% |
| 6M | -15.1% | -7.9% | -7.2% | -15.1% |
| YTD | -10.4% | -51.5% | +41.1% | -9.5% |
| 1Y | -9.3% | -53.3% | +44.0% | -8.1% |
| All | -9.3% | -53.2% | +43.9% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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