+222.0%
LHX vs DVA
+187.8%
+34.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -4.3% | -1.3% | -2.9% | -4.1% |
| 30D | -15.1% | 0.0% | -15.2% | -15.2% |
| 3M | -21.0% | -10.9% | -10.0% | -19.9% |
| 6M | -32.0% | +17.3% | -49.3% | -34.3% |
| YTD | -15.3% | +59.8% | -75.1% | -22.7% |
| 1Y | -11.1% | +36.3% | -47.3% | -16.7% |
| 3Y | +54.0% | +88.6% | -34.6% | +33.5% |
| 5Y | +17.1% | +47.5% | -30.4% | +4.4% |
| All | +222.0% | +187.8% | +34.2% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling