I was in my kitchen, putting dishes in the sink. I glanced out my kitchen window and noticed a blinking red, green, and white light to the East. At first I believed it to be an airplane, until I realized it was hovering, stationary. It also looked a bit larger than typical plane/helicopter/etc. lights appear. When I tried to get a better look, I saw a second blinking light, almost identical to the first, moving East towards the first light, fairly slowly at first, and then it picked up speed. This was when I noticed the third light, same general shape/appearance and blinking the same pattern and colors, only with a lot more white, and this one was much smaller than the first two. I would say comparative to the size appearance of a star. This one was also hovering in place. Once the second larger light made its way past the first hovering light, it seemed to disappear over the Eastern horizon. Then, suddenly, It shot back, moving higher than the other lights and making it's way back West much more quickly than it was moving before. The first large, hovering light then began to move West as well, seemingly following the second. It moved slowly and then picked up speed and altitude, until it caught up with the second large light and they both disappeared over the Western horizon. The smaller light continued hovering for a moment, then also began to move West. It was much lower in altitude and moved much more slowly, until it also disappeared over the horizon. This all corresponded in about 10 minutes or less.