+18.6%
LHX vs ONON
-22.6%
+41.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | -4.3% | -2.1% | -2.2% | -4.2% |
| 30D | -15.1% | -11.6% | -3.5% | -14.7% |
| 3M | -21.0% | -30.1% | +9.1% | -20.0% |
| 6M | -32.0% | -30.5% | -1.5% | -31.2% |
| YTD | -15.3% | -41.0% | +25.7% | -13.9% |
| 1Y | -11.1% | -36.7% | +25.6% | -9.8% |
| 3Y | +54.0% | -8.6% | +62.6% | +52.9% |
| All | +18.6% | -22.6% | +41.2% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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