-40.9%
TSCO vs LHX
-4.7%
-36.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.7% |
| 7D | +0.8% | -2.4% | +3.2% | +1.4% |
| 30D | +5.5% | -10.4% | +15.8% | +8.7% |
| 3M | +20.0% | -16.9% | +36.8% | +25.6% |
| 6M | -29.8% | -29.9% | +0.1% | -23.2% |
| YTD | -28.7% | -12.0% | -16.7% | -25.0% |
| 1Y | -40.9% | -4.5% | -36.4% | -39.8% |
| All | -40.9% | -4.7% | -36.2% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling