-32.0%
LHX vs OMC
-5.3%
-26.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.0% |
| 7D | -3.7% | -4.2% | +0.5% | -2.4% |
| 30D | -13.2% | -7.5% | -5.7% | -11.1% |
| 3M | -18.4% | +4.6% | -23.0% | -19.9% |
| 6M | -32.0% | -4.8% | -27.1% | -30.3% |
| All | -32.0% | -5.3% | -26.6% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling