-23.4%
TSLL vs LHX
-4.7%
-18.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.2% | -9.7% | -12.0% |
| 7D | +1.9% | -2.4% | +4.3% | +1.7% |
| 30D | +17.8% | -10.4% | +28.1% | +16.2% |
| 3M | -37.0% | -16.9% | -20.1% | -36.8% |
| 6M | -37.7% | -29.9% | -7.7% | -33.1% |
| YTD | -51.4% | -12.0% | -39.4% | -51.9% |
| 1Y | -23.4% | -4.5% | -18.8% | -20.1% |
| All | -23.4% | -4.7% | -18.7% | -20.1% |
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