+69.5%
T vs LHX
+16.3%
+53.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.2% |
| 7D | +1.5% | -4.3% | +5.7% | +2.2% |
| 30D | +7.5% | -15.1% | +22.6% | +10.2% |
| 3M | +14.8% | -21.0% | +35.8% | +18.9% |
| 6M | -1.7% | -32.0% | +30.2% | +4.0% |
| YTD | +8.7% | -15.3% | +24.0% | +10.0% |
| 1Y | -7.5% | -11.1% | +3.6% | -7.5% |
| 3Y | +110.2% | +54.0% | +56.2% | +84.4% |
| All | +69.5% | +16.3% | +53.3% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling