+222.0%
LHX vs TECH
+189.9%
+32.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -4.3% | -0.4% | -3.8% | -4.2% |
| 30D | -15.1% | 0.0% | -15.1% | -15.1% |
| 3M | -21.0% | +33.7% | -54.6% | -25.1% |
| 6M | -32.0% | +34.9% | -66.9% | -36.2% |
| YTD | -15.3% | +23.2% | -38.5% | -19.6% |
| 1Y | -11.1% | +36.3% | -47.4% | -17.5% |
| 3Y | +54.0% | +2.3% | +51.7% | +46.7% |
| 5Y | +17.1% | -42.9% | +60.0% | +25.6% |
| All | +222.0% | +189.9% | +32.1% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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