-16.3%
ORLY vs LHX
-4.7%
-11.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.0% |
| 7D | -0.7% | -2.4% | +1.7% | -0.2% |
| 30D | -5.9% | -10.4% | +4.4% | -4.0% |
| 3M | -0.6% | -16.9% | +16.3% | +2.8% |
| 6M | -6.8% | -29.9% | +23.2% | -0.7% |
| YTD | -3.6% | -12.0% | +8.3% | -1.1% |
| 1Y | -16.3% | -4.5% | -11.8% | -17.3% |
| All | -16.3% | -4.7% | -11.7% | -17.3% |
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