+8.3%
DUK vs LHX
-8.3%
+16.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.5% | +8.9% | +3.2% |
| 7D | +4.9% | -0.3% | +5.2% | +4.7% |
| 30D | +13.8% | +9.7% | +4.2% | +12.3% |
| 3M | +5.2% | -8.5% | +13.7% | +5.7% |
| 6M | +3.5% | -15.1% | +18.6% | +4.4% |
| YTD | +13.5% | -10.4% | +23.9% | +14.4% |
| 1Y | +8.3% | -9.3% | +17.6% | +9.7% |
| All | +8.3% | -8.3% | +16.6% | +9.7% |
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 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