+351.3%
DAL vs LHX
+747.9%
-396.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.7% |
| 7D | +0.1% | -2.0% | +2.1% | +1.1% |
| 30D | -13.9% | -9.9% | -4.0% | -9.1% |
| 3M | +1.1% | -16.5% | +17.6% | +10.0% |
| 6M | +26.2% | -29.6% | +55.8% | +50.4% |
| YTD | +16.4% | -11.6% | +28.0% | +21.3% |
| 1Y | +33.9% | -4.1% | +37.9% | +32.3% |
| 3Y | +93.4% | +53.3% | +40.1% | +42.8% |
| 5Y | +106.4% | +22.3% | +84.1% | +64.9% |
| 10Y | +143.0% | +231.9% | -88.9% | +1.2% |
| All | +351.3% | +747.9% | -396.6% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling