+10,369.7%
CSX vs LHX
+8,604.3%
+1,765.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | +3.1% | +5.3% | -2.2% | +1.3% |
| 30D | +9.7% | +15.8% | -6.1% | +4.1% |
| 3M | +4.9% | -6.1% | +11.0% | +6.7% |
| 6M | +18.4% | -11.4% | +29.7% | +22.2% |
| YTD | +45.9% | -6.3% | +52.1% | +46.9% |
| 1Y | +50.0% | -8.0% | +57.9% | +51.9% |
| 3Y | +78.0% | +58.1% | +19.9% | +48.2% |
| 5Y | +59.2% | +36.3% | +22.8% | +36.6% |
| 10Y | +421.4% | +216.9% | +204.5% | +231.5% |
| All | +10,369.7% | +8,604.3% | +1,765.4% | +2,284.5% |
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