-24.1%
TE vs LHX
+54.0%
-78.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | +0.2% | -4.3% | +4.5% | +1.3% |
| 30D | -5.9% | -15.1% | +9.2% | -2.1% |
| 3M | -45.6% | -21.0% | -24.6% | -42.4% |
| 6M | -43.4% | -32.0% | -11.4% | -36.5% |
| YTD | -31.0% | -15.3% | -15.7% | -27.3% |
| 1Y | +145.2% | -11.1% | +156.3% | +151.8% |
| 3Y | -24.1% | +54.0% | -78.1% | -39.7% |
| All | -24.1% | +54.0% | -78.0% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling