+21.3%
TFC vs LHX
-8.3%
+29.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.5% | +9.4% | +3.9% |
| 7D | +5.1% | -0.3% | +5.4% | +4.8% |
| 30D | +9.8% | +9.7% | +0.1% | +7.8% |
| 3M | -2.4% | -8.5% | +6.1% | -1.6% |
| 6M | +4.9% | -15.1% | +20.0% | +6.9% |
| YTD | +6.6% | -10.4% | +17.0% | +6.1% |
| 1Y | +21.3% | -9.3% | +30.6% | +20.1% |
| All | +21.3% | -8.3% | +29.6% | +20.1% |
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