+416.4%
CSX vs LHX
+226.3%
+190.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.3% | +6.5% | -6.8% | -2.7% |
| 30D | +8.7% | +16.1% | -7.4% | +2.2% |
| 3M | +4.2% | -2.8% | +7.0% | +4.9% |
| 6M | +16.7% | -7.7% | +24.4% | +19.1% |
| YTD | +44.5% | -4.6% | +49.1% | +44.3% |
| 1Y | +50.3% | -6.8% | +57.1% | +51.3% |
| 3Y | +76.3% | +60.8% | +15.5% | +38.4% |
| 5Y | +58.1% | +39.5% | +18.6% | +27.7% |
| 10Y | +416.4% | +222.4% | +194.0% | +233.1% |
| All | +416.4% | +226.3% | +190.1% | +233.1% |
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