+7,679.3%
LHX vs DD
+959.7%
+6,719.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | -10.4% | -7.4% | -2.9% | -8.2% |
| 3M | -14.9% | -6.4% | -8.5% | -13.4% |
| 6M | -29.6% | -2.5% | -27.1% | -29.6% |
| YTD | -11.8% | +10.2% | -22.1% | -15.5% |
| 1Y | -5.1% | +36.9% | -42.0% | -15.5% |
| 3Y | +61.3% | +47.0% | +14.3% | +36.2% |
| 5Y | +22.4% | +63.1% | -40.8% | -2.8% |
| 10Y | +232.2% | +68.2% | +164.1% | +143.1% |
| All | +7,679.3% | +959.7% | +6,719.6% | +2,444.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling