+3,609.2%
DLR vs LHX
+1,239.6%
+2,369.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.5% |
| 7D | +2.9% | -3.7% | +6.6% | +4.3% |
| 30D | -1.2% | -13.2% | +12.0% | +3.9% |
| 3M | +2.9% | -18.4% | +21.3% | +9.9% |
| 6M | +6.7% | -32.0% | +38.6% | +21.6% |
| YTD | +23.9% | -13.6% | +37.5% | +28.5% |
| 1Y | +18.6% | -6.0% | +24.6% | +19.0% |
| 3Y | +59.7% | +57.9% | +1.7% | +29.8% |
| 5Y | +42.1% | +19.2% | +22.8% | +25.8% |
| 10Y | +176.7% | +232.3% | -55.6% | +55.9% |
| All | +3,609.2% | +1,239.6% | +2,369.6% | +1,134.8% |
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