+50.0%
LHX vs TLN
+583.6%
-533.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.8% | -5.5% | -1.8% |
| 7D | -2.0% | +7.1% | -9.0% | -2.1% |
| 30D | -9.9% | -3.9% | -6.0% | -9.9% |
| 3M | -16.5% | -16.2% | -0.3% | -16.3% |
| 6M | -29.6% | -5.8% | -23.8% | -29.7% |
| YTD | -11.6% | -15.4% | +3.9% | -11.7% |
| 1Y | -4.1% | -16.7% | +12.6% | -4.2% |
| 3Y | +53.3% | +473.8% | -420.5% | +46.4% |
| All | +50.0% | +583.6% | -533.5% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling