+21.3%
LHX vs TPG
+74.1%
-52.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.3% |
| 7D | -4.3% | -9.4% | +5.2% | -3.3% |
| 30D | -15.1% | -5.3% | -9.9% | -14.7% |
| 3M | -21.0% | +12.9% | -33.9% | -22.1% |
| 6M | -32.0% | +20.1% | -52.1% | -33.5% |
| YTD | -15.3% | -22.5% | +7.2% | -13.3% |
| 1Y | -11.1% | -19.7% | +8.6% | -9.5% |
| 3Y | +54.0% | +81.2% | -27.2% | +40.2% |
| All | +21.3% | +74.1% | -52.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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