+18.7%
LHX vs TD
+125.7%
-107.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -4.3% | -0.5% | -3.7% | -4.1% |
| 30D | -15.1% | -1.9% | -13.2% | -14.7% |
| 3M | -21.0% | +4.8% | -25.7% | -22.4% |
| 6M | -32.0% | +28.0% | -60.0% | -37.6% |
| YTD | -15.3% | +30.3% | -45.6% | -22.8% |
| 1Y | -11.1% | +59.8% | -70.8% | -24.2% |
| 3Y | +54.0% | +124.7% | -70.7% | +16.0% |
| All | +18.7% | +125.7% | -107.0% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling