+194.8%
COHR vs LHX
-4.2%
+199.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.7% | +8.3% | +6.5% |
| 7D | +1.0% | -2.0% | +2.9% | +0.9% |
| 30D | -14.1% | -9.9% | -4.2% | -14.6% |
| 3M | -33.2% | -16.5% | -16.7% | -33.1% |
| 6M | +2.5% | -29.6% | +32.1% | +11.3% |
| YTD | +52.7% | -11.6% | +64.3% | +58.4% |
| 1Y | +194.8% | -4.1% | +198.8% | +210.5% |
| All | +194.8% | -4.2% | +199.0% | +210.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling