-9.3%
LHX vs TMF
-23.9%
+14.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.5% | -8.9% | -6.9% |
| 7D | -0.3% | +4.0% | -4.3% | -1.1% |
| 30D | +9.7% | +19.5% | -9.8% | +6.2% |
| 3M | -8.5% | -3.5% | -5.0% | -8.3% |
| 6M | -15.1% | -10.6% | -4.5% | -14.0% |
| YTD | -10.4% | -17.1% | +6.6% | -8.5% |
| 1Y | -9.3% | -24.3% | +15.0% | -5.1% |
| All | -9.3% | -23.9% | +14.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling