+23.3%
LHX vs DECK
+25.5%
-2.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.8% |
| 7D | -2.0% | -2.2% | +0.3% | -1.9% |
| 30D | -9.9% | -13.6% | +3.7% | -9.4% |
| 3M | -16.5% | -21.2% | +4.8% | -15.7% |
| 6M | -29.6% | -21.1% | -8.5% | -29.0% |
| YTD | -11.6% | -17.2% | +5.7% | -11.0% |
| 1Y | -4.1% | -30.7% | +26.7% | -2.8% |
| 3Y | +53.3% | -3.4% | +56.6% | +51.0% |
| All | +23.3% | +25.5% | -2.2% | +21.8% |
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