+7,679.3%
LHX vs TSN
+907.0%
+6,772.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.6% |
| 7D | -2.5% | -5.0% | +2.5% | -1.5% |
| 30D | -10.4% | -9.1% | -1.3% | -8.6% |
| 3M | -14.9% | -7.4% | -7.5% | -13.7% |
| 6M | -29.6% | -13.4% | -16.2% | -27.8% |
| YTD | -11.8% | -8.5% | -3.3% | -10.6% |
| 1Y | -5.1% | -3.2% | -1.9% | -5.2% |
| 3Y | +61.3% | +11.5% | +49.8% | +54.9% |
| 5Y | +22.4% | -19.5% | +41.9% | +24.6% |
| 10Y | +232.2% | -9.1% | +241.3% | +217.1% |
| All | +7,679.3% | +907.0% | +6,772.3% | +3,541.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling