+55.8%
LHX vs DT
+8.0%
+47.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -4.8% | -2.5% | -2.3% | -4.6% |
| 30D | -12.7% | +3.5% | -16.3% | -12.9% |
| 3M | -17.6% | +26.7% | -44.3% | -18.9% |
| 6M | -30.7% | +36.1% | -66.9% | -32.2% |
| YTD | -14.3% | +18.6% | -33.0% | -15.3% |
| 1Y | -8.4% | +7.9% | -16.3% | -8.7% |
| All | +55.8% | +8.0% | +47.8% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling