+225.8%
LHX vs THC
+1,021.1%
-795.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -12.7% | +1.5% | -14.3% | -12.9% |
| 3M | -17.6% | +59.9% | -77.5% | -21.4% |
| 6M | -30.7% | +11.0% | -41.7% | -31.7% |
| YTD | -14.3% | +32.6% | -46.9% | -17.1% |
| 1Y | -8.4% | +37.4% | -45.8% | -11.9% |
| 3Y | +56.7% | +252.5% | -195.9% | +35.2% |
| 5Y | +18.5% | +262.3% | -243.9% | -0.3% |
| All | +225.8% | +1,021.1% | -795.4% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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