+70.3%
T vs LHX
+227.8%
-157.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | +1.5% | -4.3% | +5.7% | +2.7% |
| 30D | +7.5% | -15.1% | +22.6% | +12.2% |
| 3M | +14.8% | -21.0% | +35.8% | +22.0% |
| 6M | -1.7% | -32.0% | +30.2% | +8.4% |
| YTD | +8.7% | -15.3% | +24.0% | +11.9% |
| 1Y | -7.5% | -11.1% | +3.6% | -6.5% |
| 3Y | +110.2% | +54.0% | +56.2% | +76.2% |
| 5Y | +71.6% | +17.1% | +54.5% | +54.0% |
| All | +70.3% | +227.8% | -157.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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