+18.7%
LHX vs TNA
-23.3%
+42.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -4.3% | -7.3% | +3.0% | -3.5% |
| 30D | -15.1% | -14.2% | -1.0% | -13.8% |
| 3M | -21.0% | -4.6% | -16.4% | -20.8% |
| 6M | -32.0% | +36.9% | -68.9% | -35.1% |
| YTD | -15.3% | +42.5% | -57.9% | -19.7% |
| 1Y | -11.1% | +45.8% | -56.8% | -16.2% |
| 3Y | +54.0% | +104.7% | -50.6% | +32.7% |
| All | +18.7% | -23.3% | +42.0% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling