+4,696.6%
LHX vs DRI
+7,437.5%
-2,740.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -2.5% | -1.2% | -1.3% | -2.2% |
| 30D | -10.4% | -0.4% | -10.0% | -10.4% |
| 3M | -14.9% | +9.5% | -24.5% | -16.8% |
| 6M | -29.6% | +6.5% | -36.1% | -30.8% |
| YTD | -11.8% | +18.4% | -30.2% | -15.5% |
| 1Y | -5.1% | +4.2% | -9.3% | -6.7% |
| 3Y | +61.3% | +57.1% | +4.2% | +42.8% |
| 5Y | +22.4% | +70.4% | -48.0% | +4.4% |
| 10Y | +232.2% | +354.0% | -121.8% | +107.1% |
| All | +4,696.6% | +7,437.5% | -2,740.9% | +1,577.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling