-9.3%
LHX vs TW
+20.8%
-30.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.0% | -7.5% | -6.7% |
| 7D | -0.3% | +6.0% | -6.3% | -1.7% |
| 30D | +9.7% | +18.6% | -8.9% | +5.4% |
| 3M | -8.5% | +26.5% | -35.1% | -13.5% |
| 6M | -15.1% | +13.1% | -28.2% | -18.0% |
| YTD | -10.4% | +18.5% | -29.0% | -12.7% |
| 1Y | -9.3% | +21.7% | -31.0% | -12.9% |
| All | -9.3% | +20.8% | -30.1% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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