+8.3%
DIS vs LHX
-8.3%
+16.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.5% | +10.6% | +5.1% |
| 7D | +9.1% | -0.3% | +9.4% | +8.8% |
| 30D | +14.8% | +9.7% | +5.2% | +12.4% |
| 3M | +21.2% | -8.5% | +29.7% | +22.7% |
| 6M | +18.3% | -15.1% | +33.4% | +21.2% |
| YTD | +5.4% | -10.4% | +15.8% | +2.0% |
| 1Y | +8.3% | -9.3% | +17.6% | +4.1% |
| All | +8.3% | -8.3% | +16.5% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling