+4,521.4%
DELL vs LHX
+233.9%
+4,287.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -5.1% |
| 7D | -1.9% | -4.8% | +2.9% | -0.5% |
| 30D | +14.9% | -12.7% | +27.6% | +19.4% |
| 3M | +37.2% | -17.6% | +54.9% | +44.2% |
| 6M | +254.0% | -30.7% | +284.7% | +291.0% |
| YTD | +306.1% | -14.3% | +320.5% | +320.5% |
| 1Y | +312.3% | -8.4% | +320.7% | +317.5% |
| 3Y | +654.0% | +56.7% | +597.4% | +527.8% |
| 5Y | +1,055.3% | +18.5% | +1,036.9% | +938.6% |
| 10Y | +3,948.9% | +229.6% | +3,719.4% | +2,636.5% |
| All | +4,521.4% | +233.9% | +4,287.6% | +2,997.0% |
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