+223.1%
LHX vs DECK
+874.1%
-651.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -6.4% | +5.8% | -12.1% | -7.0% |
| 30D | +11.2% | +7.9% | +3.4% | +10.3% |
| 3M | -9.8% | -11.4% | +1.6% | -8.9% |
| 6M | -13.2% | -16.6% | +3.3% | -12.0% |
| YTD | -10.4% | -16.4% | +6.0% | -9.5% |
| 1Y | -7.3% | +8.6% | -15.9% | -9.0% |
| 3Y | +51.5% | -15.1% | +66.6% | +47.5% |
| 5Y | +28.2% | +22.9% | +5.3% | +17.9% |
| All | +223.1% | +874.1% | -651.0% | +132.0% |
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