-99.6%
DFNS vs LHX
-8.3%
-91.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -6.5% | -11.9% | -21.4% |
| 7D | -27.7% | -0.3% | -27.3% | -27.3% |
| 30D | -58.0% | +9.7% | -67.6% | -54.9% |
| 3M | -94.0% | -8.5% | -85.5% | -94.3% |
| 6M | -94.6% | -15.1% | -79.5% | -94.5% |
| YTD | -99.4% | -10.4% | -89.0% | -99.4% |
| 1Y | -99.6% | -9.3% | -90.3% | -99.6% |
| All | -99.6% | -8.3% | -91.4% | -99.6% |
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