+629.3%
ON vs LHX
+227.8%
+401.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.1% | +9.6% | +8.9% |
| 7D | +2.4% | -4.3% | +6.6% | +3.8% |
| 30D | -8.6% | -15.1% | +6.5% | -3.8% |
| 3M | -34.3% | -21.0% | -13.4% | -29.9% |
| 6M | +28.5% | -32.0% | +60.5% | +44.6% |
| YTD | +40.6% | -15.3% | +55.9% | +44.8% |
| 1Y | +55.3% | -11.1% | +66.4% | +56.7% |
| 3Y | -22.2% | +54.0% | -76.2% | -38.2% |
| 5Y | +62.4% | +17.1% | +45.3% | +39.8% |
| All | +629.3% | +227.8% | +401.5% | +293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 10y: compounded portfolio wealth divided by compounded LHX 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…
10y analysis · Full analysis span regression · 6 months rolling