+3,641.5%
LHX vs DVA
+5,118.1%
-1,476.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -12.7% | +1.7% | -14.4% | -13.0% |
| 3M | -17.6% | -8.7% | -9.0% | -16.9% |
| 6M | -30.7% | +19.7% | -50.4% | -33.1% |
| YTD | -14.3% | +59.6% | -74.0% | -20.9% |
| 1Y | -8.4% | +37.1% | -45.5% | -13.7% |
| 3Y | +56.7% | +89.8% | -33.1% | +38.7% |
| 5Y | +18.5% | +47.4% | -28.9% | +6.5% |
| 10Y | +229.6% | +184.9% | +44.7% | +163.1% |
| All | +3,641.5% | +5,118.1% | -1,476.7% | +2,188.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling