+1,393.0%
LHX vs TMF
-72.0%
+1,465.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | 0.0% |
| 7D | +4.8% | -9.3% | +14.1% | +3.7% |
| 30D | +14.7% | +1.9% | +12.7% | +15.0% |
| 3M | -5.1% | -11.2% | +6.1% | -6.4% |
| 6M | -9.9% | -17.7% | +7.8% | -11.8% |
| YTD | -6.1% | -24.5% | +18.4% | -8.9% |
| 1Y | -4.0% | -29.4% | +25.4% | -7.6% |
| 3Y | +56.9% | -33.4% | +90.3% | +52.6% |
| 5Y | +36.6% | -88.7% | +125.3% | +3.1% |
| 10Y | +217.5% | -82.5% | +299.9% | +183.0% |
| All | +1,393.0% | -72.0% | +1,465.0% | +1,733.7% |
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