+129.3%
DAL vs LHX
+231.6%
-102.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -0.6% | -4.8% | +4.2% | +1.4% |
| 30D | -13.5% | -12.7% | -0.7% | -8.5% |
| 3M | +2.6% | -17.6% | +20.2% | +10.2% |
| 6M | +32.7% | -30.7% | +63.4% | +53.7% |
| YTD | +13.6% | -14.3% | +28.0% | +18.9% |
| 1Y | +28.8% | -8.4% | +37.2% | +30.0% |
| 3Y | +98.2% | +56.7% | +41.5% | +52.0% |
| 5Y | +105.9% | +18.5% | +87.5% | +72.9% |
| All | +129.3% | +231.6% | -102.3% | +19.5% |
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