+322.1%
CORZ vs LHX
+39.1%
+283.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +23.5% | +4.8% | +18.7% | +22.5% |
| 30D | +7.5% | +14.7% | -7.2% | +5.5% |
| 3M | -26.6% | -5.1% | -21.5% | -25.5% |
| 6M | -39.5% | -9.9% | -29.6% | -38.3% |
| YTD | -0.3% | -6.1% | +5.8% | +0.1% |
| 1Y | -4.2% | -4.0% | -0.2% | -4.6% |
| All | +322.1% | +39.1% | +283.0% | +208.4% |
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