+53,005.7%
DHR vs LHX
+7,852.8%
+45,152.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -5.0% | -4.8% | -0.2% | -3.7% |
| 30D | -3.3% | -12.7% | +9.4% | +0.2% |
| 3M | +9.4% | -17.6% | +27.1% | +14.9% |
| 6M | +3.2% | -30.7% | +33.9% | +13.6% |
| YTD | -12.0% | -14.3% | +2.3% | -8.9% |
| 1Y | +4.9% | -8.4% | +13.3% | +6.4% |
| 3Y | -7.4% | +56.7% | -64.0% | -19.3% |
| 5Y | -29.8% | +18.5% | -48.2% | -35.0% |
| 10Y | +209.1% | +229.6% | -20.5% | +110.9% |
| All | +53,005.7% | +7,852.8% | +45,152.9% | +16,795.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling