+55.8%
LHX vs DG
+3.3%
+52.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -4.8% | -6.3% | +1.5% | -4.6% |
| 30D | -12.7% | +2.4% | -15.2% | -12.8% |
| 3M | -17.6% | +12.4% | -30.1% | -18.1% |
| 6M | -30.7% | -14.9% | -15.8% | -30.3% |
| YTD | -14.3% | -6.1% | -8.3% | -14.3% |
| 1Y | -8.4% | +17.9% | -26.3% | -9.2% |
| All | +55.8% | +3.3% | +52.5% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling