-99.9%
DFNS vs LHX
+16.3%
-116.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -3.5% |
| 7D | -6.3% | -4.3% | -2.1% | -9.8% |
| 30D | -74.0% | -15.1% | -58.8% | -77.8% |
| 3M | -70.1% | -21.0% | -49.2% | -73.6% |
| 6M | -93.9% | -32.0% | -61.9% | -95.2% |
| YTD | -98.1% | -15.3% | -82.8% | -98.2% |
| 1Y | -98.3% | -11.1% | -87.2% | -98.3% |
| 3Y | -99.9% | +54.0% | -153.9% | -99.8% |
| All | -99.9% | +16.3% | -116.1% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling