+70.6%
CSX vs LHX
+60.8%
+9.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | +0.6% | -2.5% | +3.1% | +1.3% |
| 30D | -2.3% | -10.4% | +8.1% | +0.4% |
| 3M | +4.3% | -14.9% | +19.2% | +8.2% |
| 6M | +23.4% | -29.6% | +53.0% | +34.9% |
| YTD | +36.4% | -11.8% | +48.2% | +38.8% |
| 1Y | +53.0% | -5.1% | +58.1% | +51.4% |
| 3Y | +70.6% | +61.3% | +9.3% | +46.1% |
| All | +70.6% | +60.8% | +9.8% | +46.1% |
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 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