+712.6%
LHX vs DG
+560.3%
+152.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.6% |
| 7D | -3.7% | -4.8% | +1.1% | -2.9% |
| 30D | -13.2% | +1.8% | -14.9% | -13.5% |
| 3M | -18.4% | +14.5% | -32.8% | -20.5% |
| 6M | -32.0% | -13.6% | -18.4% | -30.6% |
| YTD | -13.6% | -4.8% | -8.8% | -13.6% |
| 1Y | -6.0% | +21.6% | -27.5% | -10.4% |
| 3Y | +57.9% | +4.5% | +53.5% | +49.2% |
| 5Y | +19.2% | -38.5% | +57.7% | +24.9% |
| 10Y | +232.3% | +102.2% | +130.1% | +162.6% |
| All | +712.6% | +560.3% | +152.3% | +359.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling