+46.0%
DVN vs LHX
-9.5%
+55.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.5% |
| 7D | +4.5% | -4.3% | +8.8% | +4.7% |
| 30D | +12.0% | -15.1% | +27.1% | +12.6% |
| 3M | +13.4% | -21.0% | +34.4% | +14.5% |
| 6M | +12.1% | -32.0% | +44.1% | +16.4% |
| YTD | +38.8% | -15.3% | +54.2% | +35.2% |
| 1Y | +46.0% | -11.1% | +57.1% | +40.9% |
| All | +46.0% | -9.5% | +55.5% | +40.9% |
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