+17.7%
LMT vs THC
+40.1%
-22.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.0% | -2.4% |
| 7D | -1.3% | +4.1% | -5.4% | -1.6% |
| 30D | -12.5% | +3.5% | -16.0% | -12.7% |
| 3M | -0.5% | +61.7% | -62.2% | -3.2% |
| 6M | -20.0% | +11.8% | -31.9% | -22.7% |
| YTD | +10.4% | +35.4% | -25.0% | +7.3% |
| 1Y | +17.7% | +37.0% | -19.3% | +15.5% |
| All | +17.7% | +40.1% | -22.4% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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