+320.9%
TMUS vs LHX
+700.6%
-379.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | -2.5% | +2.2% | +0.8% |
| 30D | +3.1% | -10.4% | +13.5% | +7.8% |
| 3M | +2.4% | -14.9% | +17.4% | +8.6% |
| 6M | -17.1% | -29.6% | +12.5% | -5.2% |
| YTD | -9.1% | -11.8% | +2.7% | -6.4% |
| 1Y | -23.6% | -5.1% | -18.5% | -24.3% |
| 3Y | +38.8% | +61.3% | -22.5% | +6.7% |
| 5Y | +43.0% | +22.4% | +20.6% | +20.6% |
| 10Y | +309.1% | +232.2% | +76.9% | +94.6% |
| All | +320.9% | +700.6% | -379.8% | +24.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling