+18.7%
LHX vs TROW
-39.3%
+58.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.9% |
| 7D | -4.3% | -3.2% | -1.1% | -3.6% |
| 30D | -15.1% | -4.6% | -10.5% | -14.4% |
| 3M | -21.0% | -0.7% | -20.3% | -21.1% |
| 6M | -32.0% | +22.2% | -54.2% | -34.9% |
| YTD | -15.3% | +6.6% | -22.0% | -16.8% |
| 1Y | -11.1% | +5.8% | -16.9% | -12.6% |
| 3Y | +54.0% | +11.6% | +42.4% | +47.6% |
| All | +18.7% | -39.3% | +58.0% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling