+2,618.9%
TFC vs LHX
+7,918.1%
-5,299.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.1% |
| 7D | -1.3% | -3.7% | +2.4% | -0.1% |
| 30D | -2.3% | -13.2% | +10.8% | +2.1% |
| 3M | +2.5% | -18.4% | +20.8% | +8.8% |
| 6M | +9.5% | -32.0% | +41.4% | +23.2% |
| YTD | +5.1% | -13.6% | +18.7% | +8.9% |
| 1Y | +15.5% | -6.0% | +21.4% | +16.2% |
| 3Y | +95.2% | +57.9% | +37.2% | +64.2% |
| 5Y | +14.5% | +19.2% | -4.7% | +4.0% |
| 10Y | +97.2% | +232.3% | -135.1% | +31.5% |
| All | +2,618.9% | +7,918.1% | -5,299.3% | +777.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling