+309.3%
TEL vs LHX
+227.8%
+81.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.0% |
| 7D | +1.6% | -4.3% | +5.8% | +3.2% |
| 30D | -0.7% | -15.1% | +14.5% | +5.2% |
| 3M | +2.4% | -21.0% | +23.4% | +10.7% |
| 6M | +4.1% | -32.0% | +36.1% | +19.0% |
| YTD | -5.8% | -15.3% | +9.5% | -1.5% |
| 1Y | +0.9% | -11.1% | +11.9% | +3.4% |
| 3Y | +72.6% | +54.0% | +18.6% | +41.1% |
| 5Y | +57.5% | +17.1% | +40.4% | +39.7% |
| All | +309.3% | +227.8% | +81.5% | +124.2% |
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