+222.0%
LHX vs TDY
+479.2%
-257.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.6% |
| 7D | -4.3% | -1.1% | -3.1% | -3.8% |
| 30D | -15.1% | -12.0% | -3.1% | -10.6% |
| 3M | -21.0% | -3.2% | -17.8% | -20.2% |
| 6M | -32.0% | -7.9% | -24.1% | -30.1% |
| YTD | -15.3% | +18.2% | -33.5% | -21.7% |
| 1Y | -11.1% | +6.7% | -17.7% | -14.2% |
| 3Y | +54.0% | +47.5% | +6.5% | +27.3% |
| 5Y | +17.1% | +39.5% | -22.4% | -2.8% |
| All | +222.0% | +479.2% | -257.2% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling