+45.7%
DUK vs LHX
+54.0%
-8.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.3% |
| 7D | -0.7% | -4.3% | +3.6% | +0.1% |
| 30D | -2.4% | -15.1% | +12.7% | +0.6% |
| 3M | -3.0% | -21.0% | +18.0% | +1.2% |
| 6M | -6.6% | -32.0% | +25.4% | +0.3% |
| YTD | +4.6% | -15.3% | +19.9% | +6.6% |
| 1Y | +1.2% | -11.1% | +12.3% | +1.7% |
| 3Y | +45.7% | +54.0% | -8.3% | +25.3% |
| All | +45.7% | +54.0% | -8.3% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling