+36.0%
LHX vs TPR
+230.3%
-194.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +4.8% | -0.3% | +5.1% | +4.8% |
| 30D | +14.7% | +15.1% | -0.4% | +13.6% |
| 3M | -5.1% | +3.5% | -8.7% | -5.5% |
| 6M | -9.9% | +0.4% | -10.3% | -10.2% |
| YTD | -6.1% | +4.6% | -10.7% | -6.8% |
| 1Y | -4.0% | +33.1% | -37.1% | -6.0% |
| 3Y | +56.9% | +396.0% | -339.1% | +40.4% |
| All | +36.0% | +230.3% | -194.3% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling