+222.0%
LHX vs COO
+17.0%
+205.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -4.3% | -22.5% | +18.3% | +1.9% |
| 30D | -15.1% | -29.7% | +14.6% | -7.3% |
| 3M | -21.0% | -20.1% | -0.8% | -16.8% |
| 6M | -32.0% | -26.9% | -5.1% | -26.8% |
| YTD | -15.3% | -34.2% | +18.9% | -6.4% |
| 1Y | -11.1% | -21.3% | +10.2% | -6.7% |
| 3Y | +54.0% | -38.7% | +92.7% | +68.7% |
| 5Y | +17.1% | -52.2% | +69.3% | +37.2% |
| All | +222.0% | +17.0% | +205.1% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling