+211.9%
LHX vs DECK
+730.5%
-518.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.6% | -1.3% |
| 7D | +5.3% | -3.7% | +9.0% | +5.7% |
| 30D | +15.8% | +0.6% | +15.2% | +15.6% |
| 3M | -6.1% | -7.3% | +1.3% | -5.5% |
| 6M | -11.4% | -10.9% | -0.5% | -10.7% |
| YTD | -6.3% | -18.5% | +12.2% | -5.1% |
| 1Y | -8.0% | +0.2% | -8.1% | -8.8% |
| 3Y | +58.1% | -19.8% | +77.9% | +55.0% |
| 5Y | +36.3% | +18.7% | +17.6% | +26.0% |
| All | +211.9% | +730.5% | -518.6% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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