-9.3%
LHX vs TRGP
+89.5%
-98.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.5% | -1.9% | -6.0% |
| 7D | -0.3% | -6.5% | +6.1% | +0.3% |
| 30D | +9.7% | -0.4% | +10.1% | +9.8% |
| 3M | -8.5% | +8.8% | -17.3% | -8.8% |
| 6M | -15.1% | +11.0% | -26.1% | -15.5% |
| YTD | -10.4% | +57.4% | -67.8% | -14.2% |
| 1Y | -9.3% | +87.9% | -97.2% | -12.9% |
| All | -9.3% | +89.5% | -98.8% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling