+54.0%
LHX vs TSLQ
-95.6%
+149.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.2% |
| 7D | -4.3% | -6.6% | +2.3% | -4.4% |
| 30D | -15.1% | -24.3% | +9.2% | -15.5% |
| 3M | -21.0% | -3.6% | -17.4% | -20.7% |
| 6M | -32.0% | -12.0% | -20.0% | -31.8% |
| YTD | -15.3% | +1.4% | -16.7% | -14.6% |
| 1Y | -11.1% | -43.6% | +32.5% | -11.5% |
| 3Y | +54.0% | -95.4% | +149.4% | +43.1% |
| All | +54.0% | -95.6% | +149.6% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling