+26.1%
COHR vs LHX
-9.1%
+35.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.6% | -12.4% | -13.1% |
| 7D | -28.4% | -7.3% | -21.1% | -29.1% |
| 30D | -49.8% | +8.5% | -58.3% | -48.9% |
| 3M | -48.3% | -9.4% | -38.9% | -47.8% |
| 6M | -49.4% | -14.0% | -35.5% | -49.3% |
| YTD | -8.0% | -11.0% | +3.0% | -5.9% |
| 1Y | +26.1% | -8.6% | +34.7% | +26.7% |
| All | +26.1% | -9.1% | +35.2% | +26.7% |
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