+1,229.2%
DVN vs LHX
+7,762.2%
-6,532.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.8% |
| 7D | +4.5% | -4.3% | +8.8% | +5.9% |
| 30D | +12.0% | -15.1% | +27.1% | +17.8% |
| 3M | +13.4% | -21.0% | +34.4% | +21.4% |
| 6M | +12.1% | -32.0% | +44.1% | +25.3% |
| YTD | +38.8% | -15.3% | +54.2% | +44.2% |
| 1Y | +46.0% | -11.1% | +57.1% | +49.0% |
| 3Y | +9.5% | +54.0% | -44.5% | -6.8% |
| 5Y | +125.3% | +17.1% | +108.1% | +108.5% |
| 10Y | +66.6% | +225.8% | -159.2% | +15.8% |
| All | +1,229.2% | +7,762.2% | -6,532.9% | +386.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling