+222.0%
LHX vs TAP
-49.9%
+271.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -4.3% | -3.9% | -0.4% | -3.4% |
| 30D | -15.1% | -5.3% | -9.9% | -14.2% |
| 3M | -21.0% | -3.8% | -17.2% | -20.5% |
| 6M | -32.0% | -11.4% | -20.6% | -30.5% |
| YTD | -15.3% | -13.7% | -1.6% | -13.2% |
| 1Y | -11.1% | -17.2% | +6.1% | -8.2% |
| 3Y | +54.0% | -33.1% | +87.1% | +65.5% |
| 5Y | +17.1% | +0.8% | +16.3% | +10.8% |
| All | +222.0% | -49.9% | +271.9% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded TAP 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling