+211.9%
TER vs LHX
+17.8%
+194.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.4% |
| 7D | +9.4% | -4.8% | +14.2% | +10.4% |
| 30D | -2.4% | -12.7% | +10.3% | +0.1% |
| 3M | +6.5% | -17.6% | +24.2% | +9.7% |
| 6M | +23.2% | -30.7% | +53.9% | +33.9% |
| YTD | +91.5% | -14.3% | +105.8% | +95.5% |
| 1Y | +214.8% | -8.4% | +223.2% | +215.5% |
| 3Y | +275.3% | +56.7% | +218.7% | +221.1% |
| 5Y | +211.9% | +18.5% | +193.4% | +173.8% |
| All | +211.9% | +17.8% | +194.1% | +173.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling