+43.7%
LHX vs TLN
+574.4%
-530.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -4.3% | -1.3% | -2.9% | -4.2% |
| 30D | -15.1% | -14.3% | -0.8% | -14.9% |
| 3M | -21.0% | -9.3% | -11.7% | -21.0% |
| 6M | -32.0% | -1.1% | -30.9% | -32.2% |
| YTD | -15.3% | -16.6% | +1.2% | -15.4% |
| 1Y | -11.1% | -22.0% | +10.9% | -11.1% |
| 3Y | +54.0% | +470.2% | -416.2% | +47.1% |
| All | +43.7% | +574.4% | -530.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling