+4,573.9%
LHX vs COR
+17,545.2%
-12,971.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | -2.0% | +2.8% | -4.7% | -2.5% |
| 30D | -9.9% | +4.5% | -14.5% | -10.9% |
| 3M | -16.5% | +22.7% | -39.1% | -20.1% |
| 6M | -29.6% | -9.7% | -19.9% | -28.5% |
| YTD | -11.6% | -1.4% | -10.1% | -11.9% |
| 1Y | -4.1% | +13.9% | -18.0% | -7.6% |
| 3Y | +53.3% | +94.0% | -40.7% | +31.2% |
| 5Y | +22.3% | +184.0% | -161.8% | -3.8% |
| 10Y | +231.9% | +406.8% | -174.9% | +125.3% |
| All | +4,573.9% | +17,545.2% | -12,971.3% | +1,782.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling