+54.0%
LHX vs TCOM
+8.0%
+46.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.1% |
| 7D | -4.3% | -4.9% | +0.6% | -4.2% |
| 30D | -15.1% | -14.4% | -0.7% | -15.0% |
| 3M | -21.0% | -17.7% | -3.3% | -20.8% |
| 6M | -32.0% | -25.1% | -6.9% | -31.8% |
| YTD | -15.3% | -45.7% | +30.4% | -14.8% |
| 1Y | -11.1% | -47.9% | +36.8% | -10.6% |
| 3Y | +54.0% | +8.9% | +45.1% | +62.8% |
| All | +54.0% | +8.0% | +46.0% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling