+80.9%
ORCL vs LHX
+16.3%
+64.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | -5.4% | -4.3% | -1.1% | -4.8% |
| 30D | -2.0% | -15.1% | +13.2% | +0.4% |
| 3M | -18.1% | -21.0% | +2.9% | -15.4% |
| 6M | -7.2% | -32.0% | +24.8% | -1.3% |
| YTD | -22.2% | -15.3% | -6.8% | -20.8% |
| 1Y | -50.6% | -11.1% | -39.6% | -50.5% |
| 3Y | +22.9% | +54.0% | -31.2% | +12.1% |
| All | +80.9% | +16.3% | +64.6% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling