-8.6%
LHX vs TDY
+16.1%
-24.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.7% | +1.9% |
| 7D | -7.3% | -12.7% | +5.4% | -2.1% |
| 30D | +8.5% | -4.9% | +13.4% | +10.9% |
| 3M | -9.4% | -13.5% | +4.1% | -4.0% |
| 6M | -14.0% | -6.4% | -7.6% | -11.9% |
| YTD | -11.0% | +15.9% | -26.8% | -19.5% |
| 1Y | -8.6% | +15.4% | -24.0% | -17.4% |
| All | -8.6% | +16.1% | -24.7% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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