+43.2%
TER vs LHX
-8.3%
+51.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.5% | -0.4% | -7.9% |
| 7D | -19.9% | -0.3% | -19.5% | -19.5% |
| 30D | -43.5% | +9.7% | -53.2% | -42.4% |
| 3M | -37.8% | -8.5% | -29.3% | -37.0% |
| 6M | -25.6% | -15.1% | -10.5% | -24.2% |
| YTD | +29.8% | -10.4% | +40.3% | +26.9% |
| 1Y | +43.2% | -9.3% | +52.5% | +38.2% |
| All | +43.2% | -8.3% | +51.4% | +38.2% |
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 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