+225.8%
LHX vs DAR
+375.1%
-149.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -4.8% | +0.9% | -5.7% | -5.0% |
| 30D | -12.7% | +6.4% | -19.2% | -13.8% |
| 3M | -17.6% | +13.2% | -30.9% | -19.8% |
| 6M | -30.7% | +26.2% | -56.9% | -34.0% |
| YTD | -14.3% | +84.4% | -98.7% | -24.0% |
| 1Y | -8.4% | +112.0% | -120.4% | -21.2% |
| 3Y | +56.7% | +13.4% | +43.3% | +48.1% |
| 5Y | +18.5% | -6.0% | +24.5% | +12.5% |
| All | +225.8% | +375.1% | -149.3% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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