+37.8%
LHX vs DT
+100.3%
-62.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.1% |
| 7D | -4.3% | -1.6% | -2.7% | -4.1% |
| 30D | -15.1% | +3.0% | -18.2% | -15.4% |
| 3M | -21.0% | +26.5% | -47.5% | -22.8% |
| 6M | -32.0% | +35.9% | -67.9% | -34.2% |
| YTD | -15.3% | +17.8% | -33.2% | -17.1% |
| 1Y | -11.1% | +4.1% | -15.1% | -12.0% |
| 3Y | +54.0% | +5.3% | +48.7% | +50.7% |
| 5Y | +17.1% | -27.2% | +44.3% | +17.3% |
| All | +37.8% | +100.3% | -62.5% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling