-11.1%
LHX vs D
+13.5%
-24.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.9% |
| 7D | -4.3% | -2.2% | -2.0% | -3.7% |
| 30D | -15.1% | -4.5% | -10.7% | -14.1% |
| 3M | -21.0% | -2.5% | -18.4% | -20.3% |
| 6M | -32.0% | +5.5% | -37.5% | -32.7% |
| YTD | -15.3% | +13.3% | -28.6% | -17.8% |
| 1Y | -11.1% | +11.8% | -22.9% | -13.2% |
| All | -11.1% | +13.5% | -24.5% | -13.2% |
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