-46.0%
TSLL vs LHX
-8.3%
-37.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.5% | +0.1% | -7.0% |
| 7D | -9.4% | -0.3% | -9.1% | -9.1% |
| 30D | +1.6% | +9.7% | -8.1% | +3.6% |
| 3M | +29.4% | -8.5% | +37.9% | +28.5% |
| 6M | -20.1% | -15.1% | -5.1% | -19.2% |
| YTD | -44.5% | -10.4% | -34.1% | -47.0% |
| 1Y | -46.0% | -9.3% | -36.7% | -48.6% |
| All | -46.0% | -8.3% | -37.7% | -48.6% |
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