+18.7%
LHX vs OKE
+138.0%
-119.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.4% |
| 7D | -4.3% | +1.2% | -5.5% | -4.6% |
| 30D | -15.1% | +4.5% | -19.6% | -16.2% |
| 3M | -21.0% | +9.6% | -30.6% | -23.0% |
| 6M | -32.0% | +15.4% | -47.4% | -35.1% |
| YTD | -15.3% | +36.5% | -51.8% | -23.1% |
| 1Y | -11.1% | +39.0% | -50.0% | -19.8% |
| 3Y | +54.0% | +74.3% | -20.3% | +26.0% |
| All | +18.7% | +138.0% | -119.3% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling