+62.5%
DRAM vs LHX
-25.7%
+88.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.5% | +1.1% | -10.6% |
| 7D | -16.6% | -0.3% | -16.3% | -16.1% |
| 30D | -26.9% | +9.7% | -36.5% | -18.5% |
| 3M | -17.8% | -8.5% | -9.3% | -22.2% |
| 6M | +6.2% | -15.1% | +21.3% | -1.2% |
| All | +62.5% | -25.7% | +88.2% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling