+851.5%
DE vs LHX
+227.8%
+623.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | -2.6% | -4.3% | +1.7% | -0.7% |
| 30D | +9.0% | -15.1% | +24.2% | +17.0% |
| 3M | +19.1% | -21.0% | +40.1% | +31.3% |
| 6M | +14.4% | -32.0% | +46.4% | +34.8% |
| YTD | +45.9% | -15.3% | +61.3% | +55.1% |
| 1Y | +43.6% | -11.1% | +54.7% | +48.4% |
| 3Y | +75.9% | +54.0% | +21.9% | +37.0% |
| 5Y | +98.8% | +17.1% | +81.6% | +73.2% |
| All | +851.5% | +227.8% | +623.7% | +449.4% |
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