+320.5%
TMUS vs LHX
+702.8%
-382.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.8% |
| 7D | +0.1% | -2.0% | +2.0% | +0.9% |
| 30D | +5.3% | -9.9% | +15.2% | +9.8% |
| 3M | +3.1% | -16.5% | +19.6% | +10.2% |
| 6M | -16.5% | -29.6% | +13.1% | -4.6% |
| YTD | -9.2% | -11.6% | +2.4% | -6.6% |
| 1Y | -26.5% | -4.1% | -22.4% | -27.5% |
| 3Y | +39.0% | +53.3% | -14.2% | +9.3% |
| 5Y | +40.4% | +22.3% | +18.1% | +18.5% |
| 10Y | +303.7% | +231.9% | +71.8% | +92.2% |
| All | +320.5% | +702.8% | -382.4% | +24.7% |
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 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