+1,455.0%
DIS vs LHX
+8,088.8%
-6,633.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -1.1% | -2.5% | +1.4% | -0.3% |
| 30D | +0.1% | -10.4% | +10.5% | +3.4% |
| 3M | +7.1% | -14.9% | +22.0% | +11.9% |
| 6M | +4.3% | -29.6% | +33.9% | +15.1% |
| YTD | -6.9% | -11.8% | +4.9% | -4.4% |
| 1Y | -10.3% | -5.1% | -5.2% | -10.0% |
| 3Y | +32.8% | +61.3% | -28.5% | +12.3% |
| 5Y | -41.5% | +22.4% | -63.9% | -47.1% |
| 10Y | +21.2% | +232.2% | -211.0% | -20.2% |
| All | +1,455.0% | +8,088.8% | -6,633.7% | +300.7% |
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