+62.9%
KO vs LHX
+55.8%
+7.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.1% | -4.8% | +3.7% | -0.6% |
| 30D | +1.6% | -12.7% | +14.3% | +3.1% |
| 3M | +5.8% | -17.6% | +23.4% | +7.9% |
| 6M | +14.3% | -30.7% | +45.0% | +19.1% |
| YTD | +27.3% | -14.3% | +41.7% | +28.6% |
| 1Y | +33.2% | -8.4% | +41.6% | +32.8% |
| All | +62.9% | +55.8% | +7.2% | +49.0% |
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