+319.1%
DELL vs LHX
-4.7%
+323.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.9% |
| 7D | +14.9% | -2.4% | +17.3% | +15.3% |
| 30D | +13.3% | -10.4% | +23.6% | +15.4% |
| 3M | +24.4% | -16.9% | +41.3% | +28.2% |
| 6M | +258.0% | -29.9% | +287.9% | +289.3% |
| YTD | +320.2% | -12.0% | +332.2% | +331.5% |
| 1Y | +319.1% | -4.5% | +323.6% | +324.4% |
| All | +319.1% | -4.7% | +323.7% | +324.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling