+222.0%
LHX vs TRGP
+863.3%
-641.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.1% |
| 7D | -4.3% | +0.1% | -4.3% | -4.3% |
| 30D | -15.1% | +8.0% | -23.2% | -16.0% |
| 3M | -21.0% | +8.3% | -29.2% | -21.9% |
| 6M | -32.0% | +23.9% | -55.9% | -34.1% |
| YTD | -15.3% | +59.6% | -75.0% | -20.7% |
| 1Y | -11.1% | +79.4% | -90.5% | -18.2% |
| 3Y | +54.0% | +269.4% | -215.4% | +27.7% |
| 5Y | +17.1% | +641.6% | -624.5% | -11.1% |
| All | +222.0% | +863.3% | -641.2% | +131.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling