-98.3%
DFNS vs LHX
-4.7%
-93.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | -0.5% |
| 7D | -16.0% | -2.4% | -13.6% | -17.1% |
| 30D | -77.7% | -10.4% | -67.3% | -79.4% |
| 3M | -77.2% | -16.9% | -60.3% | -77.3% |
| 6M | -95.2% | -29.9% | -65.3% | -94.7% |
| YTD | -98.0% | -12.0% | -86.0% | -97.8% |
| 1Y | -98.3% | -4.5% | -93.7% | -98.2% |
| All | -98.3% | -4.7% | -93.6% | -98.2% |
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