+222.0%
LHX vs TTMI
+1,127.6%
-905.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -1.5% |
| 7D | -4.3% | +0.7% | -4.9% | -4.3% |
| 30D | -15.1% | -8.4% | -6.7% | -14.6% |
| 3M | -21.0% | -32.5% | +11.5% | -18.5% |
| 6M | -32.0% | +32.5% | -64.5% | -36.3% |
| YTD | -15.3% | +83.2% | -98.6% | -24.7% |
| 1Y | -11.1% | +161.7% | -172.7% | -25.3% |
| 3Y | +54.0% | +890.1% | -836.1% | +2.5% |
| 5Y | +17.1% | +832.4% | -815.3% | -23.3% |
| All | +222.0% | +1,127.6% | -905.5% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling