-9.3%
LHX vs TROW
+17.3%
-26.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.0% | -12.4% | -7.0% |
| 7D | -0.3% | +8.2% | -8.6% | -1.3% |
| 30D | +9.7% | +8.3% | +1.3% | +8.6% |
| 3M | -8.5% | -1.6% | -7.0% | -8.3% |
| 6M | -15.1% | +11.9% | -27.0% | -17.1% |
| YTD | -10.4% | +14.3% | -24.8% | -13.4% |
| 1Y | -9.3% | +17.0% | -26.3% | -12.9% |
| All | -9.3% | +17.3% | -26.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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