-4.5%
LHX vs D
+15.7%
-20.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.8% |
| 7D | -2.4% | +0.4% | -2.9% | -2.5% |
| 30D | -10.4% | -3.6% | -6.8% | -9.5% |
| 3M | -16.9% | -1.0% | -15.9% | -16.5% |
| 6M | -29.9% | +6.3% | -36.2% | -30.9% |
| YTD | -12.0% | +14.7% | -26.7% | -14.8% |
| 1Y | -4.5% | +16.9% | -21.5% | -7.0% |
| All | -4.5% | +15.7% | -20.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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