+11,601.2%
COST vs LHX
+7,762.2%
+3,839.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -1.2% | -4.3% | +3.1% | -0.1% |
| 30D | -4.7% | -15.1% | +10.4% | -0.8% |
| 3M | -7.1% | -21.0% | +13.8% | -1.8% |
| 6M | -8.5% | -32.0% | +23.5% | +0.2% |
| YTD | +5.4% | -15.3% | +20.7% | +9.0% |
| 1Y | -5.6% | -11.1% | +5.4% | -3.9% |
| 3Y | +68.5% | +54.0% | +14.5% | +47.8% |
| 5Y | +105.2% | +17.1% | +88.1% | +90.7% |
| 10Y | +610.7% | +225.8% | +384.9% | +392.8% |
| All | +11,601.2% | +7,762.2% | +3,839.0% | +2,798.4% |
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 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