-43.7%
TSCO vs LHX
-9.5%
-34.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -5.7% | -4.3% | -1.4% | -4.5% |
| 30D | -8.8% | -15.1% | +6.4% | -4.5% |
| 3M | +6.3% | -21.0% | +27.3% | +13.0% |
| 6M | -32.3% | -32.0% | -0.3% | -25.3% |
| YTD | -32.7% | -15.3% | -17.4% | -28.3% |
| 1Y | -43.7% | -11.1% | -32.6% | -40.4% |
| All | -43.7% | -9.5% | -34.2% | -40.4% |
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 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