+22.0%
LHX vs TSLQ
-97.2%
+119.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.7% |
| 7D | -4.8% | +5.7% | -10.5% | -4.6% |
| 30D | -12.7% | -21.1% | +8.3% | -13.2% |
| 3M | -17.6% | -11.5% | -6.1% | -17.6% |
| 6M | -30.7% | -14.9% | -15.8% | -30.5% |
| YTD | -14.3% | +2.4% | -16.8% | -13.4% |
| 1Y | -8.4% | -49.8% | +41.4% | -9.4% |
| 3Y | +56.7% | -95.8% | +152.5% | +48.3% |
| All | +22.0% | -97.2% | +119.2% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling