+2,300.7%
LHX vs CSGP
+3,334.4%
-1,033.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.2% |
| 7D | -2.0% | -4.1% | +2.1% | -1.1% |
| 30D | -9.9% | +2.3% | -12.3% | -10.6% |
| 3M | -16.5% | -8.2% | -8.3% | -15.6% |
| 6M | -29.6% | -35.1% | +5.5% | -23.9% |
| YTD | -11.6% | -54.0% | +42.5% | +1.7% |
| 1Y | -4.1% | -65.3% | +61.2% | +16.5% |
| 3Y | +53.3% | -62.6% | +115.8% | +80.2% |
| 5Y | +22.3% | -64.8% | +87.1% | +42.1% |
| 10Y | +231.9% | +45.1% | +186.8% | +181.7% |
| All | +2,300.7% | +3,334.4% | -1,033.7% | +912.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling