-98.3%
DFNS vs LHX
-4.2%
-94.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | -0.3% |
| 7D | -16.0% | -2.0% | -14.0% | -16.9% |
| 30D | -77.7% | -9.9% | -67.8% | -79.3% |
| 3M | -77.2% | -16.5% | -60.7% | -77.3% |
| 6M | -95.2% | -29.6% | -65.6% | -94.7% |
| YTD | -98.0% | -11.6% | -86.4% | -97.8% |
| 1Y | -98.3% | -4.1% | -94.2% | -98.2% |
| All | -98.3% | -4.2% | -94.1% | -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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling