+2,107.5%
LHX vs TCOM
+2,569.4%
-461.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.2% | -1.7% |
| 7D | -3.7% | -10.2% | +6.5% | -2.3% |
| 30D | -13.2% | -16.8% | +3.7% | -11.0% |
| 3M | -18.4% | -16.7% | -1.7% | -16.6% |
| 6M | -32.0% | -27.1% | -4.9% | -29.3% |
| YTD | -13.6% | -45.5% | +31.9% | -7.1% |
| 1Y | -6.0% | -45.9% | +39.9% | +1.2% |
| 3Y | +57.9% | +9.8% | +48.2% | +49.6% |
| 5Y | +19.2% | +23.8% | -4.6% | +5.0% |
| 10Y | +232.3% | -10.8% | +243.0% | +191.0% |
| All | +2,107.5% | +2,569.4% | -461.9% | +942.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling