+184.8%
COP vs LHX
+16.3%
+168.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.7% |
| 7D | +2.3% | -4.3% | +6.6% | +4.0% |
| 30D | +8.6% | -15.1% | +23.8% | +15.7% |
| 3M | +19.9% | -21.0% | +40.8% | +30.7% |
| 6M | +19.0% | -32.0% | +51.0% | +38.0% |
| YTD | +50.0% | -15.3% | +65.3% | +56.0% |
| 1Y | +50.5% | -11.1% | +61.6% | +52.2% |
| 3Y | +25.2% | +54.0% | -28.8% | -6.1% |
| All | +184.8% | +16.3% | +168.5% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling