+3,306.0%
LHX vs TPR
+7,380.8%
-4,074.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.0% | -2.3% | +0.3% | -1.5% |
| 30D | -9.9% | -23.0% | +13.0% | -5.0% |
| 3M | -16.5% | -12.5% | -4.0% | -14.6% |
| 6M | -29.6% | -21.4% | -8.2% | -26.6% |
| YTD | -11.6% | -3.5% | -8.1% | -12.3% |
| 1Y | -4.1% | +17.4% | -21.4% | -9.4% |
| 3Y | +53.3% | +291.3% | -238.0% | +4.9% |
| 5Y | +22.3% | +241.9% | -219.6% | -17.9% |
| 10Y | +231.9% | +322.7% | -90.8% | +85.8% |
| All | +3,306.0% | +7,380.8% | -4,074.8% | +818.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling