+1,185.2%
LHX vs TNA
+913.2%
+272.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.2% |
| 7D | -4.8% | -7.6% | +2.8% | -3.3% |
| 30D | -12.7% | -13.6% | +0.9% | -10.2% |
| 3M | -17.6% | +2.8% | -20.5% | -18.7% |
| 6M | -30.7% | +34.5% | -65.2% | -36.0% |
| YTD | -14.3% | +41.0% | -55.4% | -22.0% |
| 1Y | -8.4% | +52.0% | -60.4% | -18.6% |
| 3Y | +56.7% | +103.5% | -46.8% | +19.1% |
| 5Y | +18.5% | -22.5% | +41.0% | -0.3% |
| 10Y | +229.6% | +81.9% | +147.7% | +72.1% |
| All | +1,185.2% | +913.2% | +272.1% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling