+4,224.1%
KO vs LHX
+7,852.8%
-3,628.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -1.1% | -4.8% | +3.7% | -0.3% |
| 30D | +1.6% | -12.7% | +14.3% | +4.0% |
| 3M | +5.8% | -17.6% | +23.4% | +9.1% |
| 6M | +14.3% | -30.7% | +45.0% | +21.4% |
| YTD | +27.3% | -14.3% | +41.7% | +30.0% |
| 1Y | +33.2% | -8.4% | +41.6% | +34.1% |
| 3Y | +64.5% | +56.7% | +7.8% | +49.6% |
| 5Y | +83.1% | +18.5% | +64.6% | +73.4% |
| 10Y | +183.9% | +229.6% | -45.6% | +125.9% |
| All | +4,224.1% | +7,852.8% | -3,628.7% | +1,954.2% |
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 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