+222.0%
LHX vs DG
+101.8%
+120.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -4.3% | -6.5% | +2.2% | -3.3% |
| 30D | -15.1% | +4.2% | -19.3% | -15.7% |
| 3M | -21.0% | +9.5% | -30.5% | -22.3% |
| 6M | -32.0% | -13.1% | -18.9% | -30.8% |
| YTD | -15.3% | -4.8% | -10.5% | -15.2% |
| 1Y | -11.1% | +20.6% | -31.7% | -14.7% |
| 3Y | +54.0% | +4.9% | +49.1% | +46.0% |
| 5Y | +17.1% | -37.9% | +55.0% | +24.3% |
| All | +222.0% | +101.8% | +120.3% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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