+98.6%
DAL vs LHX
+19.9%
+78.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +0.8% | -3.7% | +4.5% | +1.5% |
| 30D | -11.7% | -13.2% | +1.4% | -9.4% |
| 3M | -2.7% | -18.4% | +15.6% | +0.8% |
| 6M | +30.7% | -32.0% | +62.6% | +40.5% |
| YTD | +14.4% | -13.6% | +28.0% | +16.8% |
| 1Y | +31.2% | -6.0% | +37.2% | +31.2% |
| 3Y | +99.4% | +57.9% | +41.5% | +80.4% |
| 5Y | +98.6% | +19.2% | +79.3% | +76.1% |
| All | +98.6% | +19.9% | +78.7% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling