+126.0%
DUK vs LHX
+227.8%
-101.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.4% |
| 7D | -0.7% | -4.3% | +3.6% | +0.7% |
| 30D | -2.4% | -15.1% | +12.7% | +2.5% |
| 3M | -3.0% | -21.0% | +18.0% | +3.9% |
| 6M | -6.6% | -32.0% | +25.4% | +4.7% |
| YTD | +4.6% | -15.3% | +19.9% | +8.6% |
| 1Y | +1.2% | -11.1% | +12.3% | +3.1% |
| 3Y | +45.7% | +54.0% | -8.3% | +21.3% |
| 5Y | +40.3% | +17.1% | +23.2% | +26.4% |
| All | +126.0% | +227.8% | -101.8% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling