+84.6%
TGT vs LHX
-4.7%
+89.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.2% |
| 7D | +0.8% | -2.4% | +3.2% | +0.7% |
| 30D | +12.2% | -10.4% | +22.6% | +12.1% |
| 3M | +33.8% | -16.9% | +50.7% | +33.6% |
| 6M | +39.3% | -29.9% | +69.2% | +39.1% |
| YTD | +72.9% | -12.0% | +84.8% | +67.3% |
| 1Y | +84.6% | -4.5% | +89.1% | +75.9% |
| All | +84.6% | -4.7% | +89.2% | +75.9% |
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