+54.0%
LHX vs TW
+19.1%
+35.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -4.3% | -4.5% | +0.2% | -3.6% |
| 30D | -15.1% | -2.3% | -12.9% | -14.9% |
| 3M | -21.0% | +2.6% | -23.6% | -21.1% |
| 6M | -32.0% | -17.5% | -14.4% | -30.3% |
| YTD | -15.3% | -5.3% | -10.0% | -14.6% |
| 1Y | -11.1% | -14.8% | +3.7% | -9.2% |
| 3Y | +54.0% | +18.8% | +35.2% | +57.8% |
| All | +54.0% | +19.1% | +35.0% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling