+61.3%
LHX vs TPR
+292.6%
-231.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.5% | 0.0% |
| 7D | -2.5% | -3.4% | +0.9% | -2.3% |
| 30D | -10.4% | -27.3% | +16.9% | -8.5% |
| 3M | -14.9% | -16.2% | +1.3% | -14.1% |
| 6M | -29.6% | -17.9% | -11.7% | -28.9% |
| YTD | -11.8% | -7.1% | -4.7% | -11.7% |
| 1Y | -5.1% | +13.6% | -18.7% | -6.1% |
| 3Y | +61.3% | +293.7% | -232.4% | +33.7% |
| All | +61.3% | +292.6% | -231.3% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling