+830.2%
COHR vs LHX
+54.0%
+776.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.3% |
| 7D | +8.3% | -4.3% | +12.6% | +8.9% |
| 30D | -14.1% | -15.1% | +1.0% | -12.3% |
| 3M | -16.0% | -21.0% | +5.0% | -13.3% |
| 6M | +21.5% | -32.0% | +53.5% | +32.3% |
| YTD | +65.4% | -15.3% | +80.8% | +69.1% |
| 1Y | +195.0% | -11.1% | +206.1% | +196.7% |
| 3Y | +830.2% | +54.0% | +776.1% | +709.0% |
| All | +830.2% | +54.0% | +776.2% | +709.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling