+220,291.8%
CSCO vs LHX
+8,509.5%
+211,782.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | -0.5% | -2.5% | +2.0% | +0.6% |
| 30D | -10.1% | -10.4% | +0.3% | -5.7% |
| 3M | -11.7% | -14.9% | +3.2% | -6.0% |
| 6M | +40.1% | -29.6% | +69.7% | +61.6% |
| YTD | +43.8% | -11.8% | +55.6% | +49.1% |
| 1Y | +66.6% | -5.1% | +71.7% | +66.3% |
| 3Y | +108.5% | +61.3% | +47.2% | +60.4% |
| 5Y | +114.0% | +22.4% | +91.6% | +81.3% |
| 10Y | +366.8% | +232.2% | +134.6% | +137.4% |
| All | +220,291.8% | +8,509.5% | +211,782.3% | +23,628.7% |
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