+56.9%
LHX vs THC
+423.7%
-366.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +4.8% | +1.0% | +3.8% | +4.7% |
| 30D | +14.7% | +5.3% | +9.4% | +14.3% |
| 3M | -5.1% | +7.1% | -12.2% | -5.5% |
| 6M | -9.9% | +46.0% | -55.9% | -12.1% |
| YTD | -6.1% | +43.9% | -50.0% | -8.5% |
| 1Y | -4.0% | +45.4% | -49.4% | -6.6% |
| 3Y | +56.9% | +421.3% | -364.4% | +34.2% |
| All | +56.9% | +423.7% | -366.8% | +34.2% |
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