+36.0%
LHX vs THC
+258.4%
-222.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.2% |
| 3M | -5.1% | +7.1% | -12.2% | -5.7% |
| 6M | -9.9% | +46.0% | -55.9% | -12.8% |
| YTD | -6.1% | +43.9% | -50.0% | -9.3% |
| 1Y | -4.0% | +45.4% | -49.4% | -7.4% |
| 3Y | +56.9% | +421.3% | -364.4% | +32.2% |
| All | +36.0% | +258.4% | -222.4% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling