-9.3%
LHX vs TEM
-11.1%
+1.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.6% | -6.4% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | +9.7% | -9.5% | +19.2% | +10.0% |
| 3M | -8.5% | +60.7% | -69.2% | -10.6% |
| 6M | -15.1% | +35.5% | -50.6% | -15.8% |
| YTD | -10.4% | +28.0% | -38.5% | -10.9% |
| 1Y | -9.3% | -10.5% | +1.2% | -7.6% |
| All | -9.3% | -11.1% | +1.8% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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