+57.1%
LHX vs THC
+258.2%
-201.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.3% |
| 7D | -3.7% | +4.1% | -7.8% | -4.0% |
| 30D | -13.2% | +3.5% | -16.7% | -13.4% |
| 3M | -18.4% | +61.7% | -80.1% | -20.9% |
| 6M | -32.0% | +11.8% | -43.8% | -32.7% |
| YTD | -13.6% | +35.4% | -49.1% | -15.7% |
| 1Y | -6.0% | +37.0% | -43.0% | -8.4% |
| All | +57.1% | +258.2% | -201.1% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling