-11.1%
LHX vs DG
+19.2%
-30.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -4.3% | -6.5% | +2.2% | -4.0% |
| 30D | -15.1% | +4.2% | -19.3% | -15.3% |
| 3M | -21.0% | +9.5% | -30.5% | -21.4% |
| 6M | -32.0% | -13.1% | -18.9% | -31.3% |
| YTD | -15.3% | -4.8% | -10.5% | -15.2% |
| 1Y | -11.1% | +20.6% | -31.7% | -13.1% |
| All | -11.1% | +19.2% | -30.2% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling