+8,294.4%
LHX vs D
+2,441.4%
+5,853.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -0.6% | +2.4% | -3.0% | -1.7% |
| 30D | +16.5% | +10.9% | +5.5% | +11.7% |
| 3M | -4.3% | +2.8% | -7.1% | -5.5% |
| 6M | -7.1% | +12.7% | -19.8% | -11.6% |
| YTD | -4.8% | +20.3% | -25.2% | -11.9% |
| 1Y | -5.5% | +17.1% | -22.7% | -11.8% |
| 3Y | +60.5% | +75.1% | -14.7% | +26.3% |
| 5Y | +36.4% | +13.1% | +23.3% | +26.0% |
| 10Y | +223.6% | +48.3% | +175.3% | +165.5% |
| All | +8,294.4% | +2,441.4% | +5,853.0% | +2,610.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling