+7,517.2%
LHX vs TT
+16,003.4%
-8,486.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -3.7% | +1.4% | -5.1% | -4.2% |
| 30D | -13.2% | -6.7% | -6.5% | -11.2% |
| 3M | -18.4% | -5.4% | -12.9% | -17.2% |
| 6M | -32.0% | +4.4% | -36.3% | -33.5% |
| YTD | -13.6% | +14.9% | -28.6% | -18.5% |
| 1Y | -6.0% | +9.3% | -15.2% | -9.8% |
| 3Y | +57.9% | +121.7% | -63.8% | +16.4% |
| 5Y | +19.2% | +148.2% | -128.9% | -17.4% |
| 10Y | +232.3% | +957.3% | -725.0% | +37.8% |
| All | +7,517.2% | +16,003.4% | -8,486.2% | +1,123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling