+317.5%
TMUS vs LHX
+227.8%
+89.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.1% | +3.2% |
| 7D | +0.4% | -4.3% | +4.7% | +1.6% |
| 30D | +3.5% | -15.1% | +18.7% | +8.0% |
| 3M | -1.3% | -21.0% | +19.7% | +4.5% |
| 6M | -13.6% | -32.0% | +18.4% | -5.0% |
| YTD | -8.8% | -15.3% | +6.6% | -6.3% |
| 1Y | -22.9% | -11.1% | -11.8% | -22.2% |
| 3Y | +36.7% | +54.0% | -17.3% | +15.2% |
| 5Y | +46.6% | +17.1% | +29.5% | +32.1% |
| All | +317.5% | +227.8% | +89.7% | +153.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling