+222.0%
LHX vs TD
+306.3%
-84.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -4.3% | -0.5% | -3.7% | -4.0% |
| 30D | -15.1% | -1.9% | -13.2% | -14.5% |
| 3M | -21.0% | +4.8% | -25.7% | -22.9% |
| 6M | -32.0% | +28.0% | -60.0% | -39.6% |
| YTD | -15.3% | +30.3% | -45.6% | -25.4% |
| 1Y | -11.1% | +59.8% | -70.8% | -28.7% |
| 3Y | +54.0% | +124.7% | -70.7% | +3.8% |
| 5Y | +17.1% | +127.0% | -109.8% | -23.7% |
| All | +222.0% | +306.3% | -84.3% | +54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling