-9.3%
LHX vs TNA
+37.5%
-46.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.4% | -10.9% | -6.9% |
| 7D | -0.3% | +2.4% | -2.8% | -0.6% |
| 30D | +9.7% | -0.9% | +10.6% | +9.7% |
| 3M | -8.5% | -19.2% | +10.7% | -6.6% |
| 6M | -15.1% | -0.8% | -14.2% | -16.4% |
| YTD | -10.4% | +33.2% | -43.6% | -17.3% |
| 1Y | -9.3% | +38.5% | -47.8% | -16.5% |
| All | -9.3% | +37.5% | -46.8% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling