+18.7%
LHX vs DGX
+66.8%
-48.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.5% |
| 7D | -4.3% | -0.9% | -3.4% | -4.1% |
| 30D | -15.1% | -1.2% | -14.0% | -15.0% |
| 3M | -21.0% | +15.8% | -36.7% | -23.4% |
| 6M | -32.0% | +18.2% | -50.2% | -34.4% |
| YTD | -15.3% | +37.2% | -52.5% | -21.1% |
| 1Y | -11.1% | +30.4% | -41.4% | -16.2% |
| 3Y | +54.0% | +96.7% | -42.7% | +31.6% |
| All | +18.7% | +66.8% | -48.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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