+222.4%
LHX vs CSGP
+65.4%
+157.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +6.5% | -7.1% | +13.6% | +8.0% |
| 30D | +16.1% | +3.6% | +12.5% | +14.6% |
| 3M | -2.8% | -2.7% | -0.1% | -3.2% |
| 6M | -7.7% | -8.0% | +0.3% | -7.5% |
| YTD | -4.6% | -55.0% | +50.4% | +10.5% |
| 1Y | -6.8% | -55.8% | +49.0% | +8.2% |
| 3Y | +60.8% | -62.0% | +122.8% | +89.4% |
| 5Y | +39.5% | -62.9% | +102.5% | +62.0% |
| 10Y | +222.4% | +62.6% | +159.8% | +155.4% |
| All | +222.4% | +65.4% | +157.0% | +155.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling