+223.1%
LHX vs CSGP
+63.3%
+159.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.4% | +1.6% |
| 7D | -6.4% | +1.3% | -7.6% | -6.8% |
| 30D | +11.2% | +10.7% | +0.6% | +8.3% |
| 3M | -9.8% | +3.3% | -13.1% | -11.3% |
| 6M | -13.2% | -10.3% | -2.9% | -12.6% |
| YTD | -10.4% | -54.6% | +44.2% | +3.6% |
| 1Y | -7.3% | -54.6% | +47.3% | +7.1% |
| 3Y | +51.5% | -60.3% | +111.8% | +76.6% |
| 5Y | +28.2% | -63.3% | +91.5% | +49.5% |
| All | +223.1% | +63.3% | +159.8% | +154.4% |
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