+480.5%
CSX vs LHX
+234.3%
+246.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.5% |
| 7D | -0.6% | -3.7% | +3.1% | +0.9% |
| 30D | -3.2% | -13.2% | +9.9% | +2.2% |
| 3M | +2.6% | -18.4% | +20.9% | +10.5% |
| 6M | +19.8% | -32.0% | +51.8% | +38.6% |
| YTD | +34.7% | -13.6% | +48.3% | +40.3% |
| 1Y | +52.1% | -6.0% | +58.1% | +52.3% |
| 3Y | +68.4% | +57.9% | +10.5% | +32.6% |
| 5Y | +65.1% | +19.2% | +45.9% | +42.8% |
| All | +480.5% | +234.3% | +246.2% | +250.8% |
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 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