-9.3%
LHX vs TD
+61.0%
-70.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.8% | -9.2% | -7.1% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | +9.7% | +10.2% | -0.6% | +6.8% |
| 3M | -8.5% | +8.1% | -16.6% | -10.5% |
| 6M | -15.1% | +22.3% | -37.4% | -22.0% |
| YTD | -10.4% | +39.0% | -49.5% | -23.2% |
| 1Y | -9.3% | +62.6% | -71.9% | -29.2% |
| All | -9.3% | +61.0% | -70.3% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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