+8,187.2%
TMO vs LHX
+7,762.2%
+425.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -0.6% | -4.3% | +3.6% | +0.6% |
| 30D | +1.1% | -15.1% | +16.3% | +6.1% |
| 3M | +28.3% | -21.0% | +49.3% | +37.1% |
| 6M | +23.3% | -32.0% | +55.3% | +37.7% |
| YTD | +5.5% | -15.3% | +20.8% | +9.9% |
| 1Y | +24.5% | -11.1% | +35.6% | +27.5% |
| 3Y | +19.6% | +54.0% | -34.4% | +2.8% |
| 5Y | +8.1% | +17.1% | -9.0% | -0.8% |
| 10Y | +336.7% | +225.8% | +110.9% | +182.5% |
| All | +8,187.2% | +7,762.2% | +425.0% | +2,102.3% |
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