-28.0%
DHR vs LHX
+16.3%
-44.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -3.6% | -4.3% | +0.6% | -2.5% |
| 30D | -2.7% | -15.1% | +12.4% | +1.6% |
| 3M | +10.9% | -21.0% | +31.9% | +17.8% |
| 6M | +3.0% | -32.0% | +35.0% | +14.1% |
| YTD | -12.2% | -15.3% | +3.1% | -9.0% |
| 1Y | +3.3% | -11.1% | +14.4% | +5.3% |
| 3Y | -8.2% | +54.0% | -62.2% | -19.8% |
| All | -28.0% | +16.3% | -44.3% | -34.0% |
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