+232.3%
LHX vs TMF
-86.2%
+318.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.2% |
| 7D | -3.7% | -0.9% | -2.8% | -3.7% |
| 30D | -13.2% | -1.0% | -12.2% | -13.2% |
| 3M | -18.4% | -11.3% | -7.1% | -18.8% |
| 6M | -32.0% | -22.7% | -9.2% | -32.7% |
| YTD | -13.6% | -17.3% | +3.7% | -14.3% |
| 1Y | -6.0% | -22.5% | +16.5% | -6.9% |
| 3Y | +57.9% | -43.2% | +101.2% | +54.3% |
| 5Y | +19.2% | -88.3% | +107.5% | -0.8% |
| 10Y | +232.3% | -86.0% | +318.3% | +190.9% |
| All | +232.3% | -86.2% | +318.5% | +190.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling