-4.1%
LHX vs TSN
-5.8%
+1.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -2.0% | -6.3% | +4.4% | -1.5% |
| 30D | -9.9% | -10.8% | +0.9% | -9.1% |
| 3M | -16.5% | -8.8% | -7.7% | -16.0% |
| 6M | -29.6% | -16.8% | -12.8% | -28.8% |
| YTD | -11.6% | -10.0% | -1.6% | -11.4% |
| 1Y | -4.1% | -5.3% | +1.2% | -5.3% |
| All | -4.1% | -5.8% | +1.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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