+671.2%
LHX vs TRGP
+2,242.0%
-1,570.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | -13.2% | +9.5% | -22.6% | -14.3% |
| 3M | -18.4% | +10.8% | -29.2% | -19.8% |
| 6M | -32.0% | +25.3% | -57.3% | -34.4% |
| YTD | -13.6% | +60.3% | -73.9% | -19.8% |
| 1Y | -6.0% | +84.6% | -90.5% | -14.6% |
| 3Y | +57.9% | +264.4% | -206.4% | +28.5% |
| 5Y | +19.2% | +636.6% | -617.4% | -12.9% |
| 10Y | +232.3% | +848.9% | -616.7% | +115.4% |
| All | +671.2% | +2,242.0% | -1,570.8% | +198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling