+225.8%
LHX vs TPR
+318.3%
-92.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | -4.8% | -5.1% | +0.3% | -4.0% |
| 30D | -12.7% | -27.6% | +14.8% | -8.4% |
| 3M | -17.6% | -17.5% | -0.2% | -15.5% |
| 6M | -30.7% | -21.3% | -9.4% | -28.6% |
| YTD | -14.3% | -8.5% | -5.9% | -14.1% |
| 1Y | -8.4% | +11.5% | -19.9% | -11.4% |
| 3Y | +56.7% | +288.0% | -231.4% | +17.1% |
| 5Y | +18.5% | +225.2% | -206.7% | -11.7% |
| All | +225.8% | +318.3% | -92.5% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling