+222.0%
LHX vs TRI
+196.2%
+25.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.6% |
| 7D | -4.3% | -7.9% | +3.6% | -2.1% |
| 30D | -15.1% | -4.5% | -10.6% | -14.3% |
| 3M | -21.0% | +22.1% | -43.1% | -26.3% |
| 6M | -32.0% | -2.8% | -29.2% | -32.6% |
| YTD | -15.3% | -23.4% | +8.1% | -9.3% |
| 1Y | -11.1% | -41.5% | +30.5% | +6.0% |
| 3Y | +54.0% | -19.2% | +73.2% | +53.9% |
| 5Y | +17.1% | -9.4% | +26.5% | +8.7% |
| All | +222.0% | +196.2% | +25.8% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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