-45.7%
TOST vs LHX
+28.0%
-73.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -3.4% | -2.0% | -1.5% | -3.0% |
| 30D | -2.4% | -9.9% | +7.5% | 0.0% |
| 3M | +34.6% | -16.5% | +51.1% | +40.2% |
| 6M | +15.2% | -29.6% | +44.8% | +25.5% |
| YTD | -4.4% | -11.6% | +7.2% | -3.5% |
| 1Y | -17.4% | -4.1% | -13.3% | -19.1% |
| 3Y | +54.5% | +53.3% | +1.2% | +29.2% |
| All | -45.7% | +28.0% | -73.7% | -58.8% |
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