+64.1%
DIA vs LHX
+16.3%
+47.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | -1.6% | -4.3% | +2.7% | -0.7% |
| 30D | -2.0% | -15.1% | +13.1% | +1.3% |
| 3M | +3.6% | -21.0% | +24.6% | +8.5% |
| 6M | +11.5% | -32.0% | +43.5% | +20.6% |
| YTD | +10.4% | -15.3% | +25.7% | +13.1% |
| 1Y | +15.6% | -11.1% | +26.6% | +16.8% |
| 3Y | +58.9% | +54.0% | +4.9% | +40.0% |
| All | +64.1% | +16.3% | +47.9% | +49.8% |
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