+379.9%
CSCO vs LHX
+227.8%
+152.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.7% |
| 7D | +2.7% | -4.3% | +6.9% | +4.2% |
| 30D | -9.5% | -15.1% | +5.7% | -4.5% |
| 3M | -7.6% | -21.0% | +13.3% | -0.6% |
| 6M | +44.9% | -32.0% | +76.9% | +63.9% |
| YTD | +47.7% | -15.3% | +63.0% | +53.7% |
| 1Y | +69.1% | -11.1% | +80.1% | +72.1% |
| 3Y | +113.5% | +54.0% | +59.5% | +73.4% |
| 5Y | +122.8% | +17.1% | +105.6% | +96.6% |
| All | +379.9% | +227.8% | +152.1% | +179.4% |
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 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