+195.8%
ON vs LHX
+2,524.2%
-2,328.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +1.0% |
| 7D | -1.9% | -3.7% | +1.8% | +0.2% |
| 30D | -11.0% | -13.2% | +2.1% | -3.7% |
| 3M | -39.3% | -18.4% | -21.0% | -33.4% |
| 6M | +19.8% | -32.0% | +51.8% | +45.4% |
| YTD | +31.1% | -13.6% | +44.7% | +37.0% |
| 1Y | +46.0% | -6.0% | +52.0% | +44.4% |
| 3Y | -27.5% | +57.9% | -85.5% | -49.4% |
| 5Y | +56.9% | +19.2% | +37.7% | +23.6% |
| 10Y | +591.8% | +232.3% | +359.6% | +161.4% |
| All | +195.8% | +2,524.2% | -2,328.4% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling