+98.8%
LMT vs THC
+262.3%
-163.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.6% |
| 7D | -8.5% | +7.5% | -16.0% | -9.0% |
| 30D | +15.4% | +9.6% | +5.9% | +14.7% |
| 3M | +0.7% | +10.3% | -9.6% | 0.0% |
| 6M | +17.6% | +51.8% | -34.2% | +14.1% |
| YTD | +23.8% | +45.4% | -21.6% | +20.2% |
| 1Y | +31.6% | +40.8% | -9.2% | +27.9% |
| 3Y | +44.0% | +448.8% | -404.8% | +30.6% |
| 5Y | +98.8% | +263.4% | -164.6% | +82.1% |
| All | +98.8% | +262.3% | -163.5% | +82.1% |
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