+24.9%
COP vs LHX
+55.8%
-30.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +1.0% | -4.8% | +5.8% | +2.4% |
| 30D | +9.6% | -12.7% | +22.3% | +13.7% |
| 3M | +15.0% | -17.6% | +32.7% | +21.0% |
| 6M | +21.8% | -30.7% | +52.5% | +35.9% |
| YTD | +49.6% | -14.3% | +64.0% | +52.1% |
| 1Y | +49.9% | -8.4% | +58.3% | +47.4% |
| All | +24.9% | +55.8% | -30.8% | -7.0% |
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