+6,467.7%
TRV vs LHX
+7,852.8%
-1,385.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.8% |
| 7D | -1.5% | -4.8% | +3.3% | -0.1% |
| 30D | -1.8% | -12.7% | +10.9% | +1.9% |
| 3M | +21.6% | -17.6% | +39.2% | +27.8% |
| 6M | +22.5% | -30.7% | +53.2% | +34.8% |
| YTD | +28.1% | -14.3% | +42.5% | +32.5% |
| 1Y | +37.0% | -8.4% | +45.4% | +38.8% |
| 3Y | +141.9% | +56.7% | +85.2% | +109.4% |
| 5Y | +158.5% | +18.5% | +140.0% | +138.7% |
| 10Y | +297.5% | +229.6% | +68.0% | +178.6% |
| All | +6,467.7% | +7,852.8% | -1,385.1% | +1,930.4% |
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