+7,700.9%
LHX vs D
+2,347.4%
+5,353.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -2.0% | +1.5% | -3.4% | -2.5% |
| 30D | -9.9% | -2.6% | -7.4% | -9.1% |
| 3M | -16.5% | 0.0% | -16.5% | -16.5% |
| 6M | -29.6% | +7.4% | -36.9% | -31.7% |
| YTD | -11.6% | +15.9% | -27.4% | -16.8% |
| 1Y | -4.1% | +18.1% | -22.2% | -10.6% |
| 3Y | +53.3% | +58.4% | -5.1% | +25.3% |
| 5Y | +22.3% | +5.2% | +17.1% | +16.2% |
| 10Y | +231.9% | +35.9% | +196.0% | +181.2% |
| All | +7,700.9% | +2,347.4% | +5,353.5% | +2,460.1% |
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