+55.8%
LHX vs COR
+84.5%
-28.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -4.8% | -4.8% | 0.0% | -3.8% |
| 30D | -12.7% | -3.7% | -9.1% | -12.2% |
| 3M | -17.6% | +14.3% | -32.0% | -20.0% |
| 6M | -30.7% | -8.5% | -22.2% | -30.0% |
| YTD | -14.3% | -4.4% | -9.9% | -14.1% |
| 1Y | -8.4% | +9.1% | -17.5% | -10.9% |
| All | +55.8% | +84.5% | -28.7% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 3y: compounded portfolio wealth divided by compounded COR 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…
3y analysis · Full analysis span regression · 6 months rolling