+21.8%
LHX vs D
+6.9%
+14.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -2.5% | +0.8% | -3.3% | -2.8% |
| 30D | -10.4% | -0.7% | -9.6% | -10.1% |
| 3M | -14.9% | +2.1% | -17.0% | -15.6% |
| 6M | -29.6% | +6.8% | -36.5% | -31.4% |
| YTD | -11.8% | +16.5% | -28.3% | -16.8% |
| 1Y | -5.1% | +19.2% | -24.2% | -11.4% |
| 3Y | +61.3% | +61.9% | -0.6% | +31.1% |
| All | +21.8% | +6.9% | +14.9% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling