+19.2%
LHX vs COO
-44.2%
+63.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.2% | +4.1% | -1.1% |
| 7D | -3.7% | -9.0% | +5.3% | -2.3% |
| 30D | -13.2% | -16.8% | +3.7% | -10.6% |
| 3M | -18.4% | -7.5% | -10.9% | -17.5% |
| 6M | -32.0% | -16.3% | -15.7% | -30.2% |
| YTD | -13.6% | -22.5% | +8.9% | -10.4% |
| 1Y | -6.0% | -7.0% | +1.0% | -5.4% |
| 3Y | +57.9% | -27.5% | +85.4% | +63.1% |
| 5Y | +19.2% | -43.3% | +62.5% | +28.7% |
| All | +19.2% | -44.2% | +63.4% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling