+148.6%
TE vs LHX
-4.7%
+153.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.5% |
| 7D | -4.0% | -2.4% | -1.5% | -3.7% |
| 30D | -15.9% | -10.4% | -5.5% | -14.9% |
| 3M | -60.5% | -16.9% | -43.7% | -59.3% |
| 6M | -35.2% | -29.9% | -5.3% | -28.8% |
| YTD | -31.1% | -12.0% | -19.2% | -22.0% |
| 1Y | +148.6% | -4.5% | +153.2% | +211.8% |
| All | +148.6% | -4.7% | +153.3% | +211.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling