+7,700.9%
LHX vs TAP
+825.0%
+6,875.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -2.0% | -2.3% | +0.4% | -1.6% |
| 30D | -9.9% | -2.1% | -7.8% | -9.7% |
| 3M | -16.5% | +6.6% | -23.1% | -17.5% |
| 6M | -29.6% | -11.5% | -18.1% | -28.4% |
| YTD | -11.6% | -10.3% | -1.3% | -10.4% |
| 1Y | -4.1% | -14.4% | +10.3% | -2.3% |
| 3Y | +53.3% | -28.3% | +81.5% | +59.6% |
| 5Y | +22.3% | +1.7% | +20.6% | +18.7% |
| 10Y | +231.9% | -49.2% | +281.1% | +248.3% |
| All | +7,700.9% | +825.0% | +6,875.9% | +5,303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling