+225.8%
LHX vs TAP
-50.5%
+276.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -4.8% | -5.3% | +0.5% | -3.7% |
| 30D | -12.7% | -7.4% | -5.4% | -11.4% |
| 3M | -17.6% | -4.9% | -12.7% | -16.9% |
| 6M | -30.7% | -14.2% | -16.5% | -28.7% |
| YTD | -14.3% | -14.8% | +0.5% | -12.0% |
| 1Y | -8.4% | -18.1% | +9.7% | -5.2% |
| 3Y | +56.7% | -32.7% | +89.4% | +68.0% |
| 5Y | +18.5% | -0.5% | +18.9% | +12.4% |
| All | +225.8% | -50.5% | +276.3% | +216.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling