+8,184.6%
LHX vs COO
+5,381.5%
+2,803.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | +4.8% | +0.5% | +4.3% | +4.8% |
| 30D | +14.7% | +14.2% | +0.5% | +13.5% |
| 3M | -5.1% | -18.2% | +13.1% | -3.8% |
| 6M | -9.9% | +5.3% | -15.2% | -10.5% |
| YTD | -6.1% | -23.6% | +17.5% | -4.4% |
| 1Y | -4.0% | -12.7% | +8.7% | -3.3% |
| 3Y | +56.9% | -24.2% | +81.1% | +58.8% |
| 5Y | +36.6% | -40.0% | +76.6% | +39.9% |
| 10Y | +217.5% | +41.6% | +175.9% | +206.5% |
| All | +8,184.6% | +5,381.5% | +2,803.1% | +6,850.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling