-9.3%
LHX vs TRU
+2.1%
-11.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.6% | -11.0% | -7.0% |
| 7D | -0.3% | +10.5% | -10.9% | -1.5% |
| 30D | +9.7% | +28.7% | -19.0% | +6.3% |
| 3M | -8.5% | +0.7% | -9.2% | -8.8% |
| 6M | -15.1% | +19.3% | -34.4% | -16.9% |
| YTD | -10.4% | -3.7% | -6.7% | -10.4% |
| 1Y | -9.3% | +3.4% | -12.7% | -10.9% |
| All | -9.3% | +2.1% | -11.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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