+95.6%
TFC vs LHX
+227.8%
-132.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.7% |
| 7D | -2.4% | -4.3% | +1.8% | -0.5% |
| 30D | -3.4% | -15.1% | +11.8% | +4.2% |
| 3M | +0.4% | -21.0% | +21.4% | +11.2% |
| 6M | +12.7% | -32.0% | +44.7% | +33.7% |
| YTD | +5.6% | -15.3% | +20.9% | +11.6% |
| 1Y | +16.0% | -11.1% | +27.1% | +19.1% |
| 3Y | +94.0% | +54.0% | +40.0% | +47.1% |
| 5Y | +16.2% | +17.1% | -1.0% | -2.0% |
| All | +95.6% | +227.8% | -132.3% | +8.5% |
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