+3,865.3%
LHX vs TKO
+1,400.2%
+2,465.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.3% | +2.3% | -6.6% | -4.6% |
| 30D | -15.1% | -2.5% | -12.7% | -14.9% |
| 3M | -21.0% | -10.6% | -10.4% | -19.7% |
| 6M | -32.0% | -5.1% | -26.9% | -31.7% |
| YTD | -15.3% | -8.2% | -7.1% | -14.6% |
| 1Y | -11.1% | -4.4% | -6.6% | -11.0% |
| 3Y | +54.0% | +100.4% | -46.4% | +32.9% |
| 5Y | +17.1% | +294.3% | -277.2% | -12.0% |
| 10Y | +225.8% | +983.2% | -757.4% | +92.5% |
| All | +3,865.3% | +1,400.2% | +2,465.0% | +1,605.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling