+22.5%
LHX vs TEM
+60.7%
-38.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -2.5% | +3.2% | -5.7% | -2.6% |
| 30D | -10.4% | +23.5% | -33.9% | -11.2% |
| 3M | -14.9% | +32.3% | -47.3% | -16.1% |
| 6M | -29.6% | +23.0% | -52.6% | -30.6% |
| YTD | -11.8% | +8.9% | -20.7% | -12.6% |
| 1Y | -5.1% | -19.9% | +14.8% | -5.1% |
| All | +22.5% | +60.7% | -38.2% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling