-9.3%
LHX vs TT
-6.5%
-2.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -6.3% |
| 7D | -0.3% | -8.5% | +8.1% | +0.3% |
| 30D | +9.7% | -12.8% | +22.5% | +10.9% |
| 3M | -8.5% | -12.9% | +4.3% | -7.4% |
| 6M | -15.1% | -15.2% | +0.1% | -14.2% |
| YTD | -10.4% | +6.2% | -16.6% | -13.1% |
| 1Y | -9.3% | -4.5% | -4.8% | -11.3% |
| All | -9.3% | -6.5% | -2.8% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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