-99.9%
DFNS vs LHX
+55.8%
-155.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +0.3% |
| 7D | -3.3% | -4.8% | +1.5% | -10.5% |
| 30D | -73.1% | -12.7% | -60.4% | -79.1% |
| 3M | -71.4% | -17.6% | -53.7% | -76.2% |
| 6M | -93.8% | -30.7% | -63.1% | -96.1% |
| YTD | -98.0% | -14.3% | -83.7% | -98.2% |
| 1Y | -98.2% | -8.4% | -89.8% | -98.1% |
| All | -99.9% | +55.8% | -155.7% | -99.7% |
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