-11.1%
LHX vs DTE
+1.0%
-12.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | -4.3% | -2.6% | -1.7% | -3.0% |
| 30D | -15.1% | -4.4% | -10.7% | -13.3% |
| 3M | -21.0% | -8.3% | -12.6% | -17.7% |
| 6M | -32.0% | -8.1% | -23.9% | -29.3% |
| YTD | -15.3% | +4.4% | -19.7% | -18.7% |
| 1Y | -11.1% | +0.2% | -11.2% | -11.9% |
| All | -11.1% | +1.0% | -12.0% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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