+4,569.6%
COP vs LHX
+7,918.1%
-3,348.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.7% |
| 7D | -0.5% | -3.7% | +3.2% | +0.6% |
| 30D | +11.7% | -13.2% | +24.9% | +16.2% |
| 3M | +17.7% | -18.4% | +36.0% | +24.1% |
| 6M | +18.3% | -32.0% | +50.3% | +31.2% |
| YTD | +49.1% | -13.6% | +62.7% | +53.8% |
| 1Y | +53.3% | -6.0% | +59.3% | +54.0% |
| 3Y | +22.2% | +57.9% | -35.8% | +4.8% |
| 5Y | +193.3% | +19.2% | +174.1% | +171.8% |
| 10Y | +340.2% | +232.3% | +108.0% | +214.8% |
| All | +4,569.6% | +7,918.1% | -3,348.5% | +1,720.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling