+9,772.3%
CSX vs LHX
+8,111.5%
+1,660.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | -3.4% | -2.0% | -1.4% | -2.7% |
| 30D | -3.1% | -9.9% | +6.9% | +0.3% |
| 3M | +7.2% | -16.5% | +23.7% | +13.4% |
| 6M | +16.2% | -29.6% | +45.8% | +29.9% |
| YTD | +37.5% | -11.6% | +49.1% | +41.7% |
| 1Y | +53.2% | -4.1% | +57.3% | +53.1% |
| 3Y | +68.2% | +53.3% | +15.0% | +41.6% |
| 5Y | +65.2% | +22.3% | +43.0% | +47.4% |
| 10Y | +504.1% | +231.9% | +272.3% | +279.8% |
| All | +9,772.3% | +8,111.5% | +1,660.8% | +2,200.7% |
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