+42.7%
ORCL vs LHX
+36.1%
+6.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +8.0% | +4.8% | +3.2% | +7.4% |
| 30D | -4.0% | +14.7% | -18.7% | -5.7% |
| 3M | -19.5% | -5.1% | -14.3% | -18.8% |
| 6M | -33.5% | -9.9% | -23.6% | -32.7% |
| YTD | -34.8% | -6.1% | -28.7% | -34.7% |
| 1Y | -41.6% | -4.0% | -37.6% | -41.7% |
| 3Y | +13.8% | +56.9% | -43.2% | +4.1% |
| All | +42.7% | +36.1% | +6.5% | +29.5% |
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