+33,471.1%
ORCL vs LHX
+8,111.5%
+25,359.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.7% |
| 7D | +5.3% | -2.0% | +7.2% | +6.1% |
| 30D | +10.0% | -9.9% | +19.9% | +14.5% |
| 3M | -32.6% | -16.5% | -16.1% | -28.4% |
| 6M | +4.9% | -29.6% | +34.5% | +18.8% |
| YTD | -17.8% | -11.6% | -6.2% | -15.4% |
| 1Y | -28.0% | -4.1% | -23.9% | -28.6% |
| 3Y | +36.0% | +53.3% | -17.2% | +9.6% |
| 5Y | +88.7% | +22.3% | +66.5% | +61.9% |
| 10Y | +346.9% | +231.9% | +115.0% | +141.7% |
| All | +33,471.1% | +8,111.5% | +25,359.6% | +2,938.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling