+278.4%
TER vs LHX
+55.8%
+222.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.4% |
| 7D | +9.4% | -4.8% | +14.2% | +9.9% |
| 30D | -2.4% | -12.7% | +10.3% | -1.1% |
| 3M | +6.5% | -17.6% | +24.2% | +8.3% |
| 6M | +23.2% | -30.7% | +53.9% | +32.3% |
| YTD | +91.5% | -14.3% | +105.8% | +94.1% |
| 1Y | +214.8% | -8.4% | +223.2% | +214.3% |
| All | +278.4% | +55.8% | +222.6% | +253.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling