-53.4%
TE vs LHX
+33.6%
-87.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.6% |
| 7D | +0.9% | -4.8% | +5.7% | +1.8% |
| 30D | -16.3% | -12.7% | -3.5% | -14.1% |
| 3M | -40.8% | -17.6% | -23.1% | -38.8% |
| 6M | -42.6% | -30.7% | -11.9% | -38.3% |
| YTD | -31.4% | -14.3% | -17.1% | -29.3% |
| 1Y | +144.9% | -8.4% | +153.3% | +148.4% |
| 3Y | -26.0% | +56.7% | -82.7% | -32.8% |
| 5Y | -48.5% | +18.5% | -66.9% | -51.6% |
| All | -53.4% | +33.6% | -87.0% | -55.9% |
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 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