+74.5%
LHX vs TW
+206.7%
-132.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -4.3% | -4.5% | +0.2% | -3.4% |
| 30D | -15.1% | -2.3% | -12.9% | -14.8% |
| 3M | -21.0% | +2.6% | -23.6% | -21.4% |
| 6M | -32.0% | -17.5% | -14.4% | -29.8% |
| YTD | -15.3% | -5.3% | -10.0% | -14.8% |
| 1Y | -11.1% | -14.8% | +3.7% | -8.9% |
| 3Y | +54.0% | +18.8% | +35.2% | +46.7% |
| 5Y | +17.1% | +20.7% | -3.6% | +9.9% |
| All | +74.5% | +206.7% | -132.2% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling