+7,700.9%
LHX vs THC
+508.9%
+7,192.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | -9.9% | +1.3% | -11.2% | -10.1% |
| 3M | -16.5% | +64.2% | -80.7% | -21.4% |
| 6M | -29.6% | +8.3% | -37.9% | -30.6% |
| YTD | -11.6% | +33.4% | -44.9% | -15.2% |
| 1Y | -4.1% | +37.7% | -41.8% | -8.6% |
| 3Y | +53.3% | +236.8% | -183.5% | +29.0% |
| 5Y | +22.3% | +249.3% | -227.0% | -0.4% |
| 10Y | +231.9% | +995.2% | -763.4% | +111.0% |
| All | +7,700.9% | +508.9% | +7,192.1% | +3,892.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling