+222.0%
LHX vs OMC
+34.2%
+187.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.0% |
| 7D | -4.3% | -4.4% | +0.1% | -3.1% |
| 30D | -15.1% | -7.6% | -7.5% | -13.3% |
| 3M | -21.0% | +4.5% | -25.5% | -22.2% |
| 6M | -32.0% | -0.3% | -31.7% | -32.2% |
| YTD | -15.3% | -0.1% | -15.2% | -16.3% |
| 1Y | -11.1% | +4.6% | -15.7% | -13.6% |
| 3Y | +54.0% | +10.5% | +43.5% | +44.1% |
| 5Y | +17.1% | +31.7% | -14.6% | -0.5% |
| All | +222.0% | +34.2% | +187.8% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling