+61.3%
LHX vs TMF
-42.4%
+103.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.5% | +1.0% | -3.5% | -2.6% |
| 30D | -10.4% | -1.8% | -8.5% | -10.2% |
| 3M | -14.9% | -8.2% | -6.7% | -14.4% |
| 6M | -29.6% | -19.5% | -10.1% | -28.4% |
| YTD | -11.8% | -16.0% | +4.2% | -10.6% |
| 1Y | -5.1% | -22.5% | +17.4% | -3.3% |
| 3Y | +61.3% | -42.3% | +103.6% | +56.2% |
| All | +61.3% | -42.4% | +103.7% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling