+488.5%
CSX vs LHX
+231.6%
+256.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +0.1% | -4.8% | +4.9% | +2.0% |
| 30D | -1.5% | -12.7% | +11.2% | +3.8% |
| 3M | +6.0% | -17.6% | +23.6% | +13.7% |
| 6M | +20.6% | -30.7% | +51.3% | +38.5% |
| YTD | +36.5% | -14.3% | +50.9% | +42.7% |
| 1Y | +55.0% | -8.4% | +63.4% | +56.8% |
| 3Y | +70.8% | +56.7% | +14.1% | +34.9% |
| 5Y | +69.6% | +18.5% | +51.1% | +47.0% |
| All | +488.5% | +231.6% | +256.9% | +256.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling