-22.5%
DIS vs LHX
+36.1%
-58.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.9% | +4.8% | -2.9% | +0.9% |
| 30D | +9.2% | +14.7% | -5.5% | +5.6% |
| 3M | +13.5% | -5.1% | +18.7% | +14.6% |
| 6M | +14.3% | -9.9% | +24.2% | +16.4% |
| YTD | +5.4% | -6.1% | +11.5% | +5.6% |
| 1Y | +12.2% | -4.0% | +16.1% | +11.7% |
| 3Y | +37.2% | +56.9% | -19.7% | +19.3% |
| All | -22.5% | +36.1% | -58.7% | -31.4% |
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