+724.9%
DELL vs LHX
+54.0%
+670.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.1% | +13.1% | +12.0% |
| 7D | +8.2% | -4.3% | +12.5% | +8.5% |
| 30D | +17.1% | -15.1% | +32.2% | +18.4% |
| 3M | +45.2% | -21.0% | +66.1% | +47.3% |
| 6M | +286.8% | -32.0% | +318.8% | +298.3% |
| YTD | +354.8% | -15.3% | +370.1% | +364.5% |
| 1Y | +358.3% | -11.1% | +369.3% | +368.8% |
| 3Y | +724.9% | +54.0% | +670.9% | +763.1% |
| All | +724.9% | +54.0% | +670.9% | +763.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling