+56.9%
LHX vs CSGP
-60.9%
+117.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.1% |
| 7D | +4.8% | +1.3% | +3.5% | +4.6% |
| 30D | +14.7% | +2.8% | +11.9% | +14.0% |
| 3M | -5.1% | -6.3% | +1.2% | -4.9% |
| 6M | -9.9% | -3.2% | -6.7% | -10.2% |
| YTD | -6.1% | -54.0% | +47.9% | +2.2% |
| 1Y | -4.0% | -54.8% | +50.8% | +4.8% |
| 3Y | +56.9% | -60.6% | +117.5% | +67.3% |
| All | +56.9% | -60.9% | +117.8% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling