+1,851.9%
TER vs LHX
+227.8%
+1,624.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.0% |
| 7D | +6.4% | -4.3% | +10.6% | +8.0% |
| 30D | -5.7% | -15.1% | +9.5% | -0.3% |
| 3M | -0.4% | -21.0% | +20.6% | +6.7% |
| 6M | +25.8% | -32.0% | +57.8% | +43.3% |
| YTD | +96.4% | -15.3% | +111.7% | +104.2% |
| 1Y | +229.2% | -11.1% | +240.3% | +235.1% |
| 3Y | +288.1% | +54.0% | +234.1% | +208.0% |
| 5Y | +219.9% | +17.1% | +202.8% | +178.2% |
| All | +1,851.9% | +227.8% | +1,624.1% | +951.5% |
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