+105.0%
DAL vs LHX
+215.2%
-110.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -4.5% |
| 7D | +1.4% | +5.3% | -3.9% | -0.6% |
| 30D | +9.1% | +15.8% | -6.7% | +2.3% |
| 3M | -3.5% | -6.1% | +2.6% | -1.5% |
| 6M | +23.4% | -11.4% | +34.8% | +28.1% |
| YTD | +26.0% | -6.3% | +32.3% | +26.4% |
| 1Y | +44.6% | -8.0% | +52.6% | +46.1% |
| 3Y | +162.7% | +58.1% | +104.6% | +102.5% |
| 5Y | +113.0% | +36.3% | +76.6% | +67.4% |
| All | +105.0% | +215.2% | -110.2% | +14.5% |
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 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