-52.9%
ORCL vs LHX
-6.7%
-46.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.4% |
| 7D | -0.7% | -4.8% | +4.1% | -1.1% |
| 30D | +5.1% | -12.7% | +17.9% | +3.9% |
| 3M | -23.7% | -17.6% | -6.1% | -24.8% |
| 6M | +3.1% | -30.7% | +33.8% | +3.7% |
| YTD | -20.8% | -14.3% | -6.4% | -20.1% |
| 1Y | -52.9% | -8.4% | -44.5% | -51.8% |
| All | -52.9% | -6.7% | -46.2% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling