-26.5%
TMUS vs LHX
-4.2%
-22.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.6% |
| 7D | +0.1% | -2.0% | +2.0% | 0.0% |
| 30D | +5.3% | -9.9% | +15.2% | +4.6% |
| 3M | +3.1% | -16.5% | +19.6% | +2.2% |
| 6M | -16.5% | -29.6% | +13.1% | -19.0% |
| YTD | -9.2% | -11.6% | +2.4% | -11.1% |
| 1Y | -26.5% | -4.1% | -22.4% | -29.7% |
| All | -26.5% | -4.2% | -22.3% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling