+181.2%
TSCO vs LHX
+227.8%
-46.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -5.7% | -4.3% | -1.4% | -4.4% |
| 30D | -8.8% | -15.1% | +6.4% | -4.3% |
| 3M | +6.3% | -21.0% | +27.3% | +13.6% |
| 6M | -32.3% | -32.0% | -0.3% | -24.4% |
| YTD | -32.7% | -15.3% | -17.4% | -29.7% |
| 1Y | -43.7% | -11.1% | -32.6% | -42.2% |
| 3Y | -19.7% | +54.0% | -73.7% | -30.2% |
| 5Y | -11.6% | +17.1% | -28.7% | -18.2% |
| All | +181.2% | +227.8% | -46.6% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling