+19.0%
LHX vs TEM
+46.9%
-27.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.7% |
| 7D | -4.8% | -9.2% | +4.4% | -4.5% |
| 30D | -12.7% | +5.5% | -18.2% | -13.1% |
| 3M | -17.6% | +18.7% | -36.4% | -18.5% |
| 6M | -30.7% | +15.4% | -46.1% | -31.5% |
| YTD | -14.3% | -0.5% | -13.8% | -14.9% |
| 1Y | -8.4% | -24.8% | +16.4% | -8.2% |
| All | +19.0% | +46.9% | -27.9% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling