-40.7%
DIS vs LHX
+17.8%
-58.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -1.3% | -4.8% | +3.5% | -0.1% |
| 30D | +2.2% | -12.7% | +15.0% | +5.5% |
| 3M | +8.1% | -17.6% | +25.8% | +12.7% |
| 6M | +5.2% | -30.7% | +36.0% | +14.3% |
| YTD | -6.3% | -14.3% | +8.1% | -3.8% |
| 1Y | -7.3% | -8.4% | +1.1% | -6.5% |
| 3Y | +33.8% | +56.7% | -22.9% | +16.2% |
| 5Y | -40.7% | +18.5% | -59.2% | -47.4% |
| All | -40.7% | +17.8% | -58.5% | -47.4% |
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