+421.5%
CORZ vs LHX
+25.4%
+396.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.5% |
| 7D | +0.3% | -4.3% | +4.5% | +1.1% |
| 30D | -14.0% | -15.1% | +1.1% | -11.5% |
| 3M | -34.1% | -21.0% | -13.1% | -31.0% |
| 6M | +8.5% | -32.0% | +40.5% | +20.8% |
| YTD | +23.2% | -15.3% | +38.5% | +25.4% |
| 1Y | +15.4% | -11.1% | +26.4% | +14.9% |
| All | +421.5% | +25.4% | +396.1% | +286.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling