+43.2%
KO vs LHX
-8.3%
+51.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.5% | +1.5% |
| 7D | +4.4% | -0.3% | +4.8% | +4.4% |
| 30D | +10.7% | +9.7% | +1.1% | +9.9% |
| 3M | +11.3% | -8.5% | +19.9% | +11.5% |
| 6M | +24.0% | -15.1% | +39.1% | +24.7% |
| YTD | +39.7% | -10.4% | +50.1% | +40.4% |
| 1Y | +43.2% | -9.3% | +52.5% | +44.2% |
| All | +43.2% | -8.3% | +51.5% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling