+18.7%
LHX vs TKO
+291.2%
-272.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.3% | +2.3% | -6.6% | -4.4% |
| 30D | -15.1% | -2.5% | -12.7% | -15.0% |
| 3M | -21.0% | -10.6% | -10.4% | -20.4% |
| 6M | -32.0% | -5.1% | -26.9% | -31.8% |
| YTD | -15.3% | -8.2% | -7.1% | -15.0% |
| 1Y | -11.1% | -4.4% | -6.6% | -11.0% |
| 3Y | +54.0% | +100.4% | -46.4% | +47.2% |
| All | +18.7% | +291.2% | -272.5% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling