-48.6%
TOST vs LHX
+22.6%
-71.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | -5.4% | -4.3% | -1.1% | -4.4% |
| 30D | -5.7% | -15.1% | +9.4% | -1.9% |
| 3M | +30.1% | -21.0% | +51.1% | +37.3% |
| 6M | +11.9% | -32.0% | +43.9% | +23.0% |
| YTD | -9.5% | -15.3% | +5.8% | -7.7% |
| 1Y | -21.3% | -11.1% | -10.2% | -21.1% |
| 3Y | +50.7% | +54.0% | -3.4% | +25.6% |
| All | -48.6% | +22.6% | -71.2% | -60.6% |
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