+60.7%
COP vs LHX
-8.3%
+68.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.5% | +1.3% | -4.2% |
| 7D | -8.1% | -0.3% | -7.8% | -7.9% |
| 30D | +6.7% | +9.7% | -3.0% | +5.7% |
| 3M | +16.9% | -8.5% | +25.4% | +17.9% |
| 6M | +11.2% | -15.1% | +26.3% | +13.0% |
| YTD | +49.5% | -10.4% | +59.9% | +43.3% |
| 1Y | +60.7% | -9.3% | +70.0% | +53.6% |
| All | +60.7% | -8.3% | +68.9% | +53.6% |
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