+3,084.2%
LHX vs TTMI
+497.9%
+2,586.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.9% | -1.5% |
| 7D | -3.7% | +7.5% | -11.2% | -4.7% |
| 30D | -13.2% | -4.5% | -8.7% | -12.9% |
| 3M | -18.4% | -28.5% | +10.2% | -16.0% |
| 6M | -32.0% | +28.4% | -60.3% | -36.6% |
| YTD | -13.6% | +80.1% | -93.7% | -24.1% |
| 1Y | -6.0% | +161.0% | -167.0% | -22.5% |
| 3Y | +57.9% | +862.4% | -804.5% | +4.0% |
| 5Y | +19.2% | +812.9% | -793.7% | -22.7% |
| 10Y | +232.3% | +1,094.7% | -862.5% | +97.3% |
| All | +3,084.2% | +497.9% | +2,586.3% | +1,442.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling