+1,866.0%
T vs LHX
+8,088.8%
-6,222.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.5% | -2.5% | +1.0% | -1.0% |
| 30D | +7.6% | -10.4% | +18.0% | +10.0% |
| 3M | +15.3% | -14.9% | +30.2% | +18.9% |
| 6M | -8.5% | -29.6% | +21.2% | -2.0% |
| YTD | +6.8% | -11.8% | +18.6% | +8.6% |
| 1Y | -7.2% | -5.1% | -2.2% | -7.3% |
| 3Y | +108.2% | +61.3% | +46.9% | +84.6% |
| 5Y | +66.1% | +22.4% | +43.7% | +54.3% |
| 10Y | +65.3% | +232.2% | -166.9% | +24.3% |
| All | +1,866.0% | +8,088.8% | -6,222.8% | +749.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling