+18.5%
LHX vs COR
+179.1%
-160.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -4.8% | -4.8% | 0.0% | -3.6% |
| 30D | -12.7% | -3.7% | -9.1% | -12.0% |
| 3M | -17.6% | +14.3% | -32.0% | -20.7% |
| 6M | -30.7% | -8.5% | -22.2% | -29.6% |
| YTD | -14.3% | -4.4% | -9.9% | -14.1% |
| 1Y | -8.4% | +9.1% | -17.5% | -12.0% |
| 3Y | +56.7% | +85.2% | -28.5% | +24.0% |
| 5Y | +18.5% | +180.7% | -162.2% | -20.6% |
| All | +18.5% | +179.1% | -160.6% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling