+39.5%
LHX vs TMF
-88.3%
+127.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +6.5% | -3.4% | +9.8% | +6.7% |
| 30D | +16.1% | +11.5% | +4.6% | +15.5% |
| 3M | -2.8% | -4.5% | +1.7% | -2.7% |
| 6M | -7.7% | -15.0% | +7.3% | -7.1% |
| YTD | -4.6% | -19.9% | +15.2% | -3.8% |
| 1Y | -6.8% | -26.6% | +19.8% | -5.7% |
| 3Y | +60.8% | -29.8% | +90.7% | +62.2% |
| 5Y | +39.5% | -88.2% | +127.7% | +41.3% |
| All | +39.5% | -88.3% | +127.9% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling