+57.1%
LHX vs TLN
+483.9%
-426.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.0% |
| 7D | -3.7% | +5.8% | -9.6% | -3.8% |
| 30D | -13.2% | -6.9% | -6.3% | -13.0% |
| 3M | -18.4% | -10.9% | -7.5% | -18.3% |
| 6M | -32.0% | -4.6% | -27.3% | -32.1% |
| YTD | -13.6% | -14.7% | +1.1% | -13.8% |
| 1Y | -6.0% | -17.9% | +11.9% | -6.1% |
| All | +57.1% | +483.9% | -426.8% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling