+18.7%
LHX vs DT
-27.6%
+46.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.1% |
| 7D | -4.3% | -1.6% | -2.7% | -4.2% |
| 30D | -15.1% | +3.0% | -18.2% | -15.3% |
| 3M | -21.0% | +26.5% | -47.5% | -22.1% |
| 6M | -32.0% | +35.9% | -67.9% | -33.4% |
| YTD | -15.3% | +17.8% | -33.2% | -16.4% |
| 1Y | -11.1% | +4.1% | -15.1% | -11.5% |
| 3Y | +54.0% | +5.3% | +48.7% | +51.9% |
| All | +18.7% | -27.6% | +46.3% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling