-9.3%
LHX vs TTMI
+9.6%
-18.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -10.1% | +3.6% | -6.6% |
| 7D | -0.3% | -19.2% | +18.8% | -0.6% |
| 30D | +9.7% | -44.9% | +54.5% | +9.2% |
| 3M | -8.5% | -44.7% | +36.2% | -8.9% |
| 6M | -15.1% | -53.4% | +38.3% | -15.7% |
| YTD | -10.4% | +6.3% | -16.8% | -18.2% |
| 1Y | -9.3% | +10.7% | -20.0% | -17.7% |
| All | -9.3% | +9.6% | -18.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling