+5,909.9%
TGT vs LHX
+7,762.2%
-1,852.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -5.2% | -4.3% | -1.0% | -4.1% |
| 30D | +1.2% | -15.1% | +16.3% | +5.6% |
| 3M | +18.4% | -21.0% | +39.4% | +25.4% |
| 6M | +33.4% | -32.0% | +65.4% | +46.8% |
| YTD | +63.8% | -15.3% | +79.1% | +69.2% |
| 1Y | +77.2% | -11.1% | +88.2% | +80.0% |
| 3Y | +41.8% | +54.0% | -12.2% | +22.6% |
| 5Y | -25.5% | +17.1% | -42.7% | -31.4% |
| 10Y | +204.9% | +225.8% | -20.9% | +106.7% |
| All | +5,909.9% | +7,762.2% | -1,852.3% | +1,595.5% |
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 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