+222.0%
LHX vs TDG
+547.7%
-325.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.5% |
| 7D | -4.3% | -1.9% | -2.4% | -3.7% |
| 30D | -15.1% | -7.7% | -7.4% | -13.1% |
| 3M | -21.0% | -9.3% | -11.6% | -18.7% |
| 6M | -32.0% | -9.4% | -22.6% | -30.2% |
| YTD | -15.3% | -14.3% | -1.1% | -12.0% |
| 1Y | -11.1% | -11.8% | +0.8% | -8.4% |
| 3Y | +54.0% | +52.0% | +2.0% | +32.5% |
| 5Y | +17.1% | +128.8% | -111.7% | -13.0% |
| All | +222.0% | +547.7% | -325.6% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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