+89.4%
LHX vs TENB
-3.6%
+93.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.3% |
| 7D | -4.8% | -7.1% | +2.3% | -4.1% |
| 30D | -12.7% | -15.4% | +2.6% | -11.4% |
| 3M | -17.6% | +19.5% | -37.2% | -19.8% |
| 6M | -30.7% | +54.8% | -85.5% | -34.9% |
| YTD | -14.3% | +36.1% | -50.5% | -18.6% |
| 1Y | -8.4% | +7.0% | -15.4% | -10.4% |
| 3Y | +56.7% | -27.6% | +84.2% | +58.4% |
| 5Y | +18.5% | -30.5% | +48.9% | +16.2% |
| All | +89.4% | -3.6% | +93.1% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling