+444.5%
CORZ vs LHX
+30.6%
+413.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.7% |
| 7D | +16.6% | -2.5% | +19.1% | +17.1% |
| 30D | -10.9% | -10.4% | -0.5% | -9.1% |
| 3M | -31.0% | -14.9% | -16.1% | -29.2% |
| 6M | +26.0% | -29.6% | +55.7% | +39.6% |
| YTD | +28.6% | -11.8% | +40.4% | +29.9% |
| 1Y | +34.5% | -5.1% | +39.5% | +31.6% |
| All | +444.5% | +30.6% | +413.9% | +300.3% |
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 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