+60.4%
LHX vs TT
+121.6%
-61.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.5% | +1.6% | -4.1% | -2.8% |
| 30D | -10.4% | -7.3% | -3.1% | -9.2% |
| 3M | -14.9% | -2.6% | -12.4% | -14.8% |
| 6M | -29.6% | +5.9% | -35.5% | -30.7% |
| YTD | -11.8% | +15.4% | -27.2% | -14.5% |
| 1Y | -5.1% | +8.2% | -13.3% | -7.0% |
| All | +60.4% | +121.6% | -61.2% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling