+336.5%
ORCL vs LHX
+231.6%
+104.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.1% |
| 7D | -0.7% | -4.8% | +4.1% | +0.7% |
| 30D | +5.1% | -12.7% | +17.9% | +9.3% |
| 3M | -23.7% | -17.6% | -6.1% | -19.9% |
| 6M | +3.1% | -30.7% | +33.8% | +14.2% |
| YTD | -20.8% | -14.3% | -6.4% | -18.4% |
| 1Y | -52.9% | -8.4% | -44.5% | -52.8% |
| 3Y | +25.4% | +56.7% | -31.2% | +4.0% |
| 5Y | +82.4% | +18.5% | +64.0% | +62.2% |
| All | +336.5% | +231.6% | +104.9% | +179.0% |
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