+250.7%
TQQQ vs LHX
+54.0%
+196.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | -1.9% | -4.3% | +2.3% | -0.8% |
| 30D | -4.9% | -15.1% | +10.3% | -0.6% |
| 3M | -6.4% | -21.0% | +14.6% | -0.7% |
| 6M | +44.4% | -32.0% | +76.4% | +64.0% |
| YTD | +35.2% | -15.3% | +50.5% | +37.5% |
| 1Y | +49.5% | -11.1% | +60.6% | +48.1% |
| 3Y | +250.7% | +54.0% | +196.7% | +179.9% |
| All | +250.7% | +54.0% | +196.7% | +179.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling