-5.9%
TSLL vs LHX
+59.8%
-65.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | +0.5% | +6.5% | -6.0% | -2.2% |
| 30D | +2.7% | +16.1% | -13.4% | -3.9% |
| 3M | +26.3% | -2.8% | +29.1% | +28.1% |
| 6M | -37.2% | -7.7% | -29.5% | -36.3% |
| YTD | -44.2% | -4.6% | -39.6% | -46.9% |
| 1Y | -44.0% | -6.8% | -37.2% | -45.3% |
| All | -5.9% | +59.8% | -65.7% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling