+107.7%
COST vs LHX
+16.3%
+91.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -1.2% | -4.3% | +3.1% | -0.3% |
| 30D | -4.7% | -15.1% | +10.4% | -1.6% |
| 3M | -7.1% | -21.0% | +13.8% | -2.9% |
| 6M | -8.5% | -32.0% | +23.5% | -1.5% |
| YTD | +5.4% | -15.3% | +20.7% | +8.2% |
| 1Y | -5.6% | -11.1% | +5.4% | -4.4% |
| 3Y | +68.5% | +54.0% | +14.5% | +48.2% |
| All | +107.7% | +16.3% | +91.4% | +94.8% |
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