+59.3%
LHX vs TLN
+710.8%
-651.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.3% |
| 7D | +4.8% | +11.0% | -6.2% | +4.5% |
| 30D | +14.7% | +4.9% | +9.8% | +14.5% |
| 3M | -5.1% | +4.9% | -10.0% | -5.3% |
| 6M | -9.9% | +7.1% | -17.0% | -10.3% |
| YTD | -6.1% | +0.3% | -6.4% | -6.6% |
| 1Y | -4.0% | +5.9% | -9.9% | -4.7% |
| 3Y | +56.9% | +578.5% | -521.6% | +48.0% |
| All | +59.3% | +710.8% | -651.5% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling