+43.1%
COF vs LHX
+16.3%
+26.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | -5.1% | -4.3% | -0.9% | -3.9% |
| 30D | -6.0% | -15.1% | +9.1% | -1.4% |
| 3M | +14.8% | -21.0% | +35.8% | +22.7% |
| 6M | +15.3% | -32.0% | +47.3% | +29.1% |
| YTD | -13.0% | -15.3% | +2.3% | -10.1% |
| 1Y | -5.7% | -11.1% | +5.3% | -4.4% |
| 3Y | +118.1% | +54.0% | +64.1% | +81.9% |
| All | +43.1% | +16.3% | +26.9% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 5y: compounded portfolio wealth divided by compounded LHX 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…
5y analysis · Full analysis span regression · 6 months rolling