+212.5%
LHX vs TT
+725.1%
-512.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +4.8% | +4.0% | +0.8% | +3.5% |
| 30D | +14.7% | -11.3% | +26.0% | +18.7% |
| 3M | -5.1% | -12.3% | +7.2% | -1.5% |
| 6M | -9.9% | -10.8% | +1.0% | -7.4% |
| YTD | -6.1% | +8.2% | -14.2% | -10.2% |
| 1Y | -4.0% | +1.5% | -5.5% | -6.3% |
| 3Y | +56.9% | +91.5% | -34.5% | +18.6% |
| 5Y | +36.6% | +130.2% | -93.6% | -6.4% |
| All | +212.5% | +725.1% | -512.6% | +23.2% |
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