+145.0%
TRV vs LHX
+54.0%
+91.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.3% |
| 7D | +1.9% | -4.3% | +6.2% | +3.0% |
| 30D | +1.7% | -15.1% | +16.9% | +5.6% |
| 3M | +23.9% | -21.0% | +44.9% | +30.6% |
| 6M | +26.3% | -32.0% | +58.3% | +37.9% |
| YTD | +30.8% | -15.3% | +46.1% | +34.0% |
| 1Y | +36.3% | -11.1% | +47.4% | +37.4% |
| 3Y | +145.0% | +54.0% | +91.0% | +116.8% |
| All | +145.0% | +54.0% | +91.0% | +116.8% |
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 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