-4.0%
LHX vs DECK
+3.6%
-7.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.1% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +14.7% | +4.8% | +9.8% | +14.5% |
| 3M | -5.1% | -6.9% | +1.8% | -5.1% |
| 6M | -9.9% | -7.6% | -2.3% | -9.5% |
| YTD | -6.1% | -16.3% | +10.2% | -5.0% |
| 1Y | -4.0% | +4.5% | -8.5% | +0.1% |
| All | -4.0% | +3.6% | -7.6% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling