-36.5%
TSLL vs LHX
+57.1%
-93.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.7% |
| 7D | +5.1% | -3.7% | +8.8% | +6.9% |
| 30D | +20.0% | -13.2% | +33.1% | +27.0% |
| 3M | -23.8% | -18.4% | -5.4% | -18.1% |
| 6M | -30.3% | -32.0% | +1.7% | -15.3% |
| YTD | -47.7% | -13.6% | -34.0% | -47.4% |
| 1Y | -21.2% | -6.0% | -15.2% | -26.7% |
| All | -36.5% | +57.1% | -93.6% | -49.5% |
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 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