+361.0%
ORLY vs LHX
+227.8%
+133.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -2.4% | -4.3% | +1.9% | -1.0% |
| 30D | -6.8% | -15.1% | +8.4% | -1.8% |
| 3M | -4.8% | -21.0% | +16.2% | +2.3% |
| 6M | -9.1% | -32.0% | +22.9% | +2.3% |
| YTD | -5.9% | -15.3% | +9.4% | -1.8% |
| 1Y | -20.4% | -11.1% | -9.4% | -18.5% |
| 3Y | +36.6% | +54.0% | -17.4% | +14.3% |
| 5Y | +117.3% | +17.1% | +100.2% | +96.1% |
| All | +361.0% | +227.8% | +133.2% | +208.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling