-9.3%
LHX vs TKO
+5.6%
-14.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.4% | -9.8% | -6.9% |
| 7D | -0.3% | +11.3% | -11.6% | -1.8% |
| 30D | +9.7% | +9.3% | +0.4% | +8.3% |
| 3M | -8.5% | +5.3% | -13.8% | -9.1% |
| 6M | -15.1% | +4.9% | -19.9% | -15.7% |
| YTD | -10.4% | -6.3% | -4.1% | -9.8% |
| 1Y | -9.3% | +4.9% | -14.2% | -8.8% |
| All | -9.3% | +5.6% | -14.9% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling