+54.0%
LHX vs OKE
+72.4%
-18.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.4% |
| 7D | -4.3% | +1.2% | -5.5% | -4.5% |
| 30D | -15.1% | +4.5% | -19.6% | -16.0% |
| 3M | -21.0% | +9.6% | -30.6% | -22.7% |
| 6M | -32.0% | +15.4% | -47.4% | -34.7% |
| YTD | -15.3% | +36.5% | -51.8% | -22.4% |
| 1Y | -11.1% | +39.0% | -50.0% | -19.0% |
| 3Y | +54.0% | +74.3% | -20.3% | +18.6% |
| All | +54.0% | +72.4% | -18.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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