+225.8%
LHX vs TT
+954.8%
-729.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -4.8% | -1.0% | -3.8% | -4.5% |
| 30D | -12.7% | -8.9% | -3.8% | -10.1% |
| 3M | -17.6% | -1.8% | -15.8% | -17.5% |
| 6M | -30.7% | +1.9% | -32.6% | -31.8% |
| YTD | -14.3% | +13.8% | -28.2% | -19.1% |
| 1Y | -8.4% | +6.1% | -14.5% | -11.5% |
| 3Y | +56.7% | +119.6% | -62.9% | +12.4% |
| 5Y | +18.5% | +145.9% | -127.4% | -20.6% |
| All | +225.8% | +954.8% | -729.0% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling