+43.0%
LHX vs ONTO
+688.0%
-645.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -3.7% | +9.4% | -13.1% | -4.3% |
| 30D | -13.2% | -4.4% | -8.7% | -13.1% |
| 3M | -18.4% | +1.6% | -19.9% | -19.4% |
| 6M | -32.0% | +45.3% | -77.2% | -35.3% |
| YTD | -13.6% | +76.4% | -90.0% | -19.4% |
| 1Y | -6.0% | +167.2% | -173.1% | -15.6% |
| 3Y | +57.9% | +116.6% | -58.6% | +36.9% |
| 5Y | +19.2% | +263.7% | -244.5% | -9.1% |
| All | +43.0% | +688.0% | -645.0% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling