+131.2%
TLT vs LHX
+2,624.4%
-2,493.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.4% | -2.5% | +2.9% | +0.2% |
| 30D | -0.3% | -10.4% | +10.1% | -1.3% |
| 3M | -1.7% | -14.9% | +13.2% | -3.1% |
| 6M | -4.9% | -29.6% | +24.7% | -7.9% |
| YTD | -2.8% | -11.8% | +9.0% | -3.7% |
| 1Y | -4.2% | -5.1% | +0.9% | -4.3% |
| 3Y | -1.1% | +61.3% | -62.4% | +4.8% |
| 5Y | -33.7% | +22.4% | -56.1% | -31.4% |
| 10Y | -20.7% | +232.2% | -252.9% | -5.3% |
| All | +131.2% | +2,624.4% | -2,493.2% | +250.8% |
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