+20.0%
LHX vs ONON
-24.2%
+44.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -4.8% | -5.3% | +0.5% | -4.6% |
| 30D | -12.7% | -13.1% | +0.4% | -12.3% |
| 3M | -17.6% | -29.3% | +11.7% | -16.6% |
| 6M | -30.7% | -34.5% | +3.8% | -29.8% |
| YTD | -14.3% | -42.2% | +27.9% | -12.8% |
| 1Y | -8.4% | -37.3% | +28.9% | -7.1% |
| 3Y | +56.7% | -9.3% | +65.9% | +55.6% |
| All | +20.0% | -24.2% | +44.1% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling