+18.7%
LHX vs DD
+56.1%
-37.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | -4.3% | -3.5% | -0.8% | -3.7% |
| 30D | -15.1% | -11.7% | -3.5% | -13.5% |
| 3M | -21.0% | -9.2% | -11.7% | -19.8% |
| 6M | -32.0% | -7.2% | -24.8% | -31.4% |
| YTD | -15.3% | +6.6% | -21.9% | -16.8% |
| 1Y | -11.1% | +32.0% | -43.1% | -15.9% |
| 3Y | +54.0% | +42.1% | +11.9% | +40.6% |
| All | +18.7% | +56.1% | -37.4% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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