+23.4%
DAL vs LHX
-9.3%
+32.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -5.2% |
| 7D | +1.4% | +5.3% | -3.9% | +1.5% |
| 30D | +9.1% | +15.8% | -6.7% | +8.6% |
| 3M | -3.5% | -6.1% | +2.6% | -3.3% |
| 6M | +23.4% | -11.4% | +34.8% | +25.7% |
| All | +23.4% | -9.3% | +32.7% | +25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling