-9.3%
LHX vs DT
-5.1%
-4.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -5.9% | -6.5% |
| 7D | -0.3% | -25.5% | +25.2% | -0.1% |
| 30D | +9.7% | -22.3% | +32.0% | +9.8% |
| 3M | -8.5% | +2.3% | -10.9% | -8.9% |
| 6M | -15.1% | +20.7% | -35.8% | -15.6% |
| YTD | -10.4% | +7.9% | -18.4% | -11.3% |
| 1Y | -9.3% | -5.7% | -3.6% | -9.4% |
| All | -9.3% | -5.1% | -4.2% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling