+104.6%
CSCO vs LHX
+55.8%
+48.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -1.1% | -4.8% | +3.7% | -0.3% |
| 30D | -10.8% | -12.7% | +2.0% | -8.9% |
| 3M | -9.2% | -17.6% | +8.4% | -6.7% |
| 6M | +39.5% | -30.7% | +70.3% | +48.2% |
| YTD | +41.5% | -14.3% | +55.9% | +43.5% |
| 1Y | +61.0% | -8.4% | +69.4% | +60.2% |
| All | +104.6% | +55.8% | +48.8% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling