+222.0%
LHX vs DRI
+353.8%
-131.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.3% |
| 7D | -4.3% | -3.2% | -1.0% | -3.7% |
| 30D | -15.1% | -7.8% | -7.3% | -13.9% |
| 3M | -21.0% | +0.4% | -21.3% | -21.1% |
| 6M | -32.0% | +4.8% | -36.8% | -32.7% |
| YTD | -15.3% | +16.7% | -32.1% | -18.0% |
| 1Y | -11.1% | +1.5% | -12.5% | -11.8% |
| 3Y | +54.0% | +56.3% | -2.2% | +39.8% |
| 5Y | +17.1% | +66.4% | -49.3% | +3.7% |
| All | +222.0% | +353.8% | -131.8% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded DRI 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling