+613.9%
LHX vs COPX
+179.8%
+434.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.2% | +1.0% |
| 7D | -4.8% | -2.9% | -1.9% | -4.2% |
| 30D | -12.7% | 0.0% | -12.8% | -13.0% |
| 3M | -17.6% | +14.8% | -32.4% | -21.4% |
| 6M | -30.7% | +7.0% | -37.8% | -33.4% |
| YTD | -14.3% | +23.8% | -38.2% | -21.5% |
| 1Y | -8.4% | +75.7% | -84.1% | -24.4% |
| 3Y | +56.7% | +156.4% | -99.7% | +11.6% |
| 5Y | +18.5% | +167.6% | -149.1% | -19.9% |
| 10Y | +229.6% | +569.1% | -339.6% | +45.6% |
| All | +613.9% | +179.8% | +434.2% | +320.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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