+32.1%
ORCL vs LHX
+57.1%
-24.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.3% |
| 7D | +10.9% | -3.7% | +14.6% | +11.4% |
| 30D | +7.0% | -13.2% | +20.2% | +9.0% |
| 3M | -21.2% | -18.4% | -2.8% | -19.1% |
| 6M | +7.4% | -32.0% | +39.3% | +15.3% |
| YTD | -16.3% | -13.6% | -2.6% | -15.5% |
| 1Y | -32.3% | -6.0% | -26.3% | -33.6% |
| All | +32.1% | +57.1% | -24.9% | +20.0% |
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 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