+3,407.3%
LHX vs TD
+7,715.7%
-4,308.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.6% |
| 7D | -3.7% | -1.9% | -1.8% | -2.9% |
| 30D | -13.2% | -1.6% | -11.6% | -12.6% |
| 3M | -18.4% | +4.6% | -23.0% | -20.1% |
| 6M | -32.0% | +26.8% | -58.8% | -38.6% |
| YTD | -13.6% | +28.3% | -42.0% | -22.5% |
| 1Y | -6.0% | +60.4% | -66.4% | -23.1% |
| 3Y | +57.9% | +125.7% | -67.8% | +10.9% |
| 5Y | +19.2% | +122.4% | -103.1% | -17.1% |
| 10Y | +232.3% | +297.1% | -64.8% | +78.3% |
| All | +3,407.3% | +7,715.7% | -4,308.4% | +709.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling