-27.7%
TOST vs LHX
+36.1%
-63.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | 0.0% | +4.8% | -4.8% | -1.1% |
| 30D | +16.2% | +14.7% | +1.5% | +11.7% |
| 3M | -1.5% | -5.1% | +3.6% | -0.5% |
| 6M | +55.3% | -9.9% | +65.2% | +58.4% |
| YTD | -2.3% | -6.1% | +3.7% | -3.2% |
| 1Y | -5.5% | -4.0% | -1.5% | -7.2% |
| 3Y | +151.1% | +56.9% | +94.2% | +103.4% |
| All | -27.7% | +36.1% | -63.8% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling