+14,232.0%
DE vs LHX
+7,762.2%
+6,469.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -2.6% | -4.3% | +1.7% | -1.1% |
| 30D | +9.0% | -15.1% | +24.2% | +15.3% |
| 3M | +19.1% | -21.0% | +40.1% | +28.7% |
| 6M | +14.4% | -32.0% | +46.4% | +30.2% |
| YTD | +45.9% | -15.3% | +61.3% | +53.5% |
| 1Y | +43.6% | -11.1% | +54.7% | +47.8% |
| 3Y | +75.9% | +54.0% | +21.9% | +47.3% |
| 5Y | +98.8% | +17.1% | +81.6% | +81.1% |
| 10Y | +861.4% | +225.8% | +635.6% | +510.1% |
| All | +14,232.0% | +7,762.2% | +6,469.8% | +3,018.4% |
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 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