+222.0%
LHX vs TSN
-4.9%
+227.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | -4.3% | +3.0% | -7.3% | -4.9% |
| 30D | -15.1% | -4.2% | -11.0% | -14.5% |
| 3M | -21.0% | -3.9% | -17.1% | -20.5% |
| 6M | -32.0% | -9.8% | -22.2% | -30.9% |
| YTD | -15.3% | -7.3% | -8.1% | -14.5% |
| 1Y | -11.1% | -2.2% | -8.8% | -11.4% |
| 3Y | +54.0% | +11.9% | +42.1% | +47.3% |
| 5Y | +17.1% | -16.9% | +34.1% | +18.5% |
| All | +222.0% | -4.9% | +227.0% | +205.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling