-25.8%
TE vs LHX
-8.3%
-17.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +2.9% | -2.0% |
| 7D | +3.8% | -0.3% | +4.1% | +4.0% |
| 30D | -26.2% | +9.7% | -35.9% | -27.7% |
| 3M | -49.7% | -8.5% | -41.2% | -47.9% |
| 6M | -46.5% | -15.1% | -31.4% | -42.8% |
| YTD | -59.1% | -10.4% | -48.7% | -57.9% |
| 1Y | -25.8% | -9.3% | -16.5% | -21.9% |
| All | -25.8% | -8.3% | -17.6% | -21.9% |
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