+19.2%
LHX vs TT
+143.3%
-124.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.7% | +1.4% | -5.1% | -4.0% |
| 30D | -13.2% | -6.7% | -6.5% | -12.0% |
| 3M | -18.4% | -5.4% | -12.9% | -17.7% |
| 6M | -32.0% | +4.4% | -36.3% | -32.9% |
| YTD | -13.6% | +14.9% | -28.6% | -16.6% |
| 1Y | -6.0% | +9.3% | -15.2% | -8.2% |
| 3Y | +57.9% | +121.7% | -63.8% | +32.9% |
| 5Y | +19.2% | +148.2% | -128.9% | -4.0% |
| All | +19.2% | +143.3% | -124.0% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling