+18.5%
LHX vs ONTO
+246.7%
-228.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.8% |
| 7D | -4.8% | +6.5% | -11.3% | -4.9% |
| 30D | -12.7% | -15.9% | +3.2% | -12.6% |
| 3M | -17.6% | -0.2% | -17.5% | -17.9% |
| 6M | -30.7% | +38.7% | -69.5% | -31.9% |
| YTD | -14.3% | +70.4% | -84.7% | -16.2% |
| 1Y | -8.4% | +153.6% | -162.0% | -11.1% |
| 3Y | +56.7% | +109.2% | -52.5% | +50.7% |
| 5Y | +18.5% | +249.7% | -231.3% | +12.2% |
| All | +18.5% | +246.7% | -228.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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