+18.7%
LHX vs DG
-37.9%
+56.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -4.3% | -6.5% | +2.2% | -3.8% |
| 30D | -15.1% | +4.2% | -19.3% | -15.4% |
| 3M | -21.0% | +9.5% | -30.5% | -21.6% |
| 6M | -32.0% | -13.1% | -18.9% | -31.4% |
| YTD | -15.3% | -4.8% | -10.5% | -15.2% |
| 1Y | -11.1% | +20.6% | -31.7% | -12.8% |
| 3Y | +54.0% | +4.9% | +49.1% | +49.9% |
| All | +18.7% | -37.9% | +56.6% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling