+44.6%
DLR vs LHX
+16.3%
+28.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +2.0% |
| 7D | +0.1% | -4.3% | +4.4% | +1.1% |
| 30D | -4.3% | -15.1% | +10.8% | -0.7% |
| 3M | +3.8% | -21.0% | +24.8% | +9.3% |
| 6M | +5.8% | -32.0% | +37.8% | +15.6% |
| YTD | +23.5% | -15.3% | +38.9% | +26.7% |
| 1Y | +11.1% | -11.1% | +22.1% | +12.2% |
| 3Y | +57.9% | +54.0% | +3.9% | +35.9% |
| All | +44.6% | +16.3% | +28.3% | +32.5% |
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