-22.3%
DRAM vs LHX
-10.4%
-11.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.8% |
| 7D | +7.9% | +4.8% | +3.1% | +11.4% |
| 30D | -15.4% | +14.7% | -30.1% | -2.9% |
| 3M | -25.5% | -5.1% | -20.4% | -28.4% |
| 6M | -22.3% | -9.9% | -12.4% | -27.3% |
| All | -22.3% | -10.4% | -11.9% | -27.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling