+87.3%
LHX vs TENB
-9.4%
+96.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | -0.5% |
| 7D | -4.3% | -12.1% | +7.8% | -3.0% |
| 30D | -15.1% | -18.6% | +3.5% | -13.4% |
| 3M | -21.0% | +12.1% | -33.0% | -22.5% |
| 6M | -32.0% | +46.8% | -78.8% | -35.7% |
| YTD | -15.3% | +28.0% | -43.3% | -19.0% |
| 1Y | -11.1% | -1.4% | -9.6% | -12.2% |
| 3Y | +54.0% | -33.9% | +88.0% | +57.4% |
| 5Y | +17.1% | -34.6% | +51.7% | +15.6% |
| All | +87.3% | -9.4% | +96.7% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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