+3,042.5%
LHX vs DGX
+8,778.1%
-5,735.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.6% |
| 7D | -4.3% | -0.9% | -3.4% | -4.1% |
| 30D | -15.1% | -1.2% | -14.0% | -14.9% |
| 3M | -21.0% | +15.8% | -36.7% | -23.8% |
| 6M | -32.0% | +18.2% | -50.2% | -34.8% |
| YTD | -15.3% | +37.2% | -52.5% | -22.0% |
| 1Y | -11.1% | +30.4% | -41.4% | -17.1% |
| 3Y | +54.0% | +96.7% | -42.7% | +28.5% |
| 5Y | +17.1% | +67.2% | -50.1% | +0.7% |
| 10Y | +225.8% | +253.9% | -28.1% | +126.5% |
| All | +3,042.5% | +8,778.1% | -5,735.6% | +1,195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling