+212.5%
LHX vs D
+48.0%
+164.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +4.8% | -1.4% | +6.2% | +5.4% |
| 30D | +14.7% | +7.7% | +6.9% | +10.9% |
| 3M | -5.1% | -0.3% | -4.8% | -5.2% |
| 6M | -9.9% | +10.1% | -20.0% | -13.9% |
| YTD | -6.1% | +19.1% | -25.2% | -13.5% |
| 1Y | -4.0% | +15.9% | -19.9% | -10.7% |
| 3Y | +56.9% | +75.0% | -18.1% | +18.8% |
| 5Y | +36.6% | +13.4% | +23.2% | +25.7% |
| All | +212.5% | +48.0% | +164.5% | +175.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling