+47.6%
TSLA vs LHX
+16.3%
+31.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.8% |
| 7D | +3.2% | -4.3% | +7.5% | +4.4% |
| 30D | +11.6% | -15.1% | +26.7% | +16.6% |
| 3M | -8.4% | -21.0% | +12.5% | -2.9% |
| 6M | -10.4% | -32.0% | +21.6% | 0.0% |
| YTD | -18.7% | -15.3% | -3.4% | -16.7% |
| 1Y | -0.9% | -11.1% | +10.1% | -0.6% |
| 3Y | +33.6% | +54.0% | -20.4% | +10.2% |
| All | +47.6% | +16.3% | +31.3% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling