+494.4%
TEAM vs LHX
+227.8%
+266.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -5.2% | -4.3% | -1.0% | -4.2% |
| 30D | +15.8% | -15.1% | +30.9% | +20.6% |
| 3M | +101.5% | -21.0% | +122.4% | +113.2% |
| 6M | +138.2% | -32.0% | +170.2% | +161.8% |
| YTD | +10.8% | -15.3% | +26.2% | +13.3% |
| 1Y | +1.7% | -11.1% | +12.7% | +2.2% |
| 3Y | -16.0% | +54.0% | -70.1% | -30.1% |
| 5Y | -52.7% | +17.1% | -69.8% | -57.7% |
| All | +494.4% | +227.8% | +266.6% | +249.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling