+18.7%
LHX vs DTE
+30.3%
-11.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | -4.3% | -2.6% | -1.7% | -3.1% |
| 30D | -15.1% | -4.4% | -10.7% | -13.4% |
| 3M | -21.0% | -8.3% | -12.6% | -17.8% |
| 6M | -32.0% | -8.1% | -23.9% | -29.5% |
| YTD | -15.3% | +4.4% | -19.7% | -17.2% |
| 1Y | -11.1% | +0.2% | -11.2% | -11.4% |
| 3Y | +54.0% | +42.6% | +11.4% | +27.6% |
| All | +18.7% | +30.3% | -11.6% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling