+1,305.8%
LHX vs TMF
-68.9%
+1,374.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -2.0% | -1.4% | -0.5% | -2.1% |
| 30D | -9.9% | -2.8% | -7.1% | -10.2% |
| 3M | -16.5% | -10.9% | -5.6% | -17.5% |
| 6M | -29.6% | -21.3% | -8.3% | -31.5% |
| YTD | -11.6% | -15.9% | +4.3% | -13.2% |
| 1Y | -4.1% | -15.7% | +11.7% | -5.7% |
| 3Y | +53.3% | -43.4% | +96.6% | +45.4% |
| 5Y | +22.3% | -87.8% | +110.0% | -6.8% |
| 10Y | +231.9% | -86.7% | +318.6% | +177.7% |
| All | +1,305.8% | -68.9% | +1,374.7% | +1,647.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling