+225.8%
LHX vs DRI
+348.7%
-123.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -4.8% | -4.8% | 0.0% | -3.9% |
| 30D | -12.7% | -5.2% | -7.6% | -12.0% |
| 3M | -17.6% | +2.7% | -20.4% | -18.1% |
| 6M | -30.7% | +3.6% | -34.3% | -31.3% |
| YTD | -14.3% | +15.4% | -29.8% | -16.9% |
| 1Y | -8.4% | +1.3% | -9.7% | -9.1% |
| 3Y | +56.7% | +53.1% | +3.6% | +42.7% |
| 5Y | +18.5% | +64.6% | -46.1% | +5.1% |
| All | +225.8% | +348.7% | -123.0% | +134.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling