+7,455.1%
LHX vs DTE
+3,444.9%
+4,010.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.3% |
| 7D | -4.8% | -2.0% | -2.8% | -4.0% |
| 30D | -12.7% | -2.4% | -10.3% | -11.9% |
| 3M | -17.6% | -7.3% | -10.3% | -15.1% |
| 6M | -30.7% | -7.6% | -23.1% | -28.6% |
| YTD | -14.3% | +5.8% | -20.2% | -16.5% |
| 1Y | -8.4% | +2.3% | -10.7% | -9.5% |
| 3Y | +56.7% | +45.0% | +11.7% | +32.8% |
| 5Y | +18.5% | +33.2% | -14.7% | +3.4% |
| 10Y | +229.6% | +141.4% | +88.2% | +121.0% |
| All | +7,455.1% | +3,444.9% | +4,010.3% | +1,855.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling