+27.3%
LHX vs DECK
+25.8%
+1.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -7.3% | +6.0% | -13.3% | -7.6% |
| 30D | +8.5% | +7.4% | +1.0% | +8.1% |
| 3M | -9.4% | -11.7% | +2.3% | -8.9% |
| 6M | -14.0% | -11.0% | -3.0% | -13.6% |
| YTD | -11.0% | -15.4% | +4.4% | -10.6% |
| 1Y | -8.6% | +7.2% | -15.9% | -9.3% |
| 3Y | +47.3% | -11.8% | +59.1% | +45.2% |
| 5Y | +27.3% | +24.3% | +3.0% | +31.6% |
| All | +27.3% | +25.8% | +1.5% | +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