-9.3%
LHX vs TCOM
-39.6%
+30.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.2% | -9.6% | -6.6% |
| 7D | -0.3% | +10.7% | -11.0% | -0.8% |
| 30D | +9.7% | +10.1% | -0.4% | +9.2% |
| 3M | -8.5% | -8.9% | +0.3% | -8.3% |
| 6M | -15.1% | -19.2% | +4.1% | -14.0% |
| YTD | -10.4% | -40.6% | +30.2% | -8.3% |
| 1Y | -9.3% | -39.0% | +29.7% | -7.7% |
| All | -9.3% | -39.6% | +30.3% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling