+5,555.9%
COF vs LHX
+5,025.4%
+530.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | -5.1% | -4.3% | -0.9% | -3.2% |
| 30D | -6.0% | -15.1% | +9.1% | +1.4% |
| 3M | +14.8% | -21.0% | +35.8% | +27.1% |
| 6M | +15.3% | -32.0% | +47.3% | +36.8% |
| YTD | -13.0% | -15.3% | +2.3% | -7.8% |
| 1Y | -5.7% | -11.1% | +5.3% | -2.7% |
| 3Y | +118.1% | +54.0% | +64.1% | +70.4% |
| 5Y | +46.2% | +17.1% | +29.1% | +26.8% |
| 10Y | +246.1% | +225.8% | +20.3% | +83.8% |
| All | +5,555.9% | +5,025.4% | +530.6% | +792.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling