-35.5%
TLT vs LHX
+17.6%
-53.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | -1.6% | -4.8% | +3.2% | -1.3% |
| 30D | -1.3% | -12.7% | +11.4% | -0.6% |
| 3M | -3.7% | -17.6% | +13.9% | -2.8% |
| 6M | -6.4% | -30.7% | +24.4% | -4.6% |
| YTD | -4.5% | -14.3% | +9.9% | -3.8% |
| 1Y | -5.9% | -8.4% | +2.5% | -5.6% |
| 3Y | -2.8% | +56.7% | -59.5% | -5.2% |
| All | -35.5% | +17.6% | -53.1% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling