-22.2%
ON vs LHX
+54.0%
-76.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.1% | +9.6% | +8.5% |
| 7D | +2.4% | -4.3% | +6.6% | +2.5% |
| 30D | -8.6% | -15.1% | +6.5% | -8.2% |
| 3M | -34.3% | -21.0% | -13.4% | -33.7% |
| 6M | +28.5% | -32.0% | +60.5% | +33.3% |
| YTD | +40.6% | -15.3% | +55.9% | +39.4% |
| 1Y | +55.3% | -11.1% | +66.4% | +52.8% |
| 3Y | -22.2% | +54.0% | -76.2% | -26.6% |
| All | -22.2% | +54.0% | -76.2% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling