+70.8%
LMT vs THC
+256.0%
-185.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -6.3% | -0.7% | -5.6% | -6.2% |
| 30D | -8.5% | +1.3% | -9.8% | -8.6% |
| 3M | +1.8% | +64.2% | -62.4% | -1.6% |
| 6M | -19.9% | +8.3% | -28.2% | -20.8% |
| YTD | +10.6% | +33.4% | -22.8% | +7.9% |
| 1Y | +17.9% | +37.7% | -19.7% | +14.7% |
| 3Y | +27.0% | +236.8% | -209.8% | +17.4% |
| All | +70.8% | +256.0% | -185.2% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling