-20.7%
TLT vs LHX
+227.8%
-248.5%
-48.4%
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% | +0.1% |
| 7D | -1.6% | -4.3% | +2.6% | -1.8% |
| 30D | -1.1% | -15.1% | +14.0% | -1.8% |
| 3M | -4.9% | -21.0% | +16.1% | -5.8% |
| 6M | -5.0% | -32.0% | +27.0% | -6.6% |
| YTD | -4.4% | -15.3% | +11.0% | -4.8% |
| 1Y | -6.4% | -11.1% | +4.7% | -6.5% |
| 3Y | -2.0% | +54.0% | -56.0% | +1.6% |
| 5Y | -35.0% | +17.1% | -52.1% | -33.8% |
| All | -20.7% | +227.8% | -248.5% | -9.0% |
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