+28.3%
LHX vs DECK
+23.3%
+5.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | -6.4% | +5.8% | -12.1% | -6.7% |
| 30D | +11.2% | +7.9% | +3.4% | +10.8% |
| 3M | -9.8% | -11.4% | +1.6% | -9.4% |
| 6M | -13.2% | -16.6% | +3.3% | -12.6% |
| YTD | -10.4% | -16.4% | +6.0% | -9.9% |
| 1Y | -7.3% | +8.6% | -15.9% | -8.0% |
| 3Y | +51.5% | -15.1% | +66.6% | +49.7% |
| All | +28.3% | +23.3% | +5.0% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling