-51.9%
TSLL vs LHX
+19.7%
-71.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.3% | +8.1% | +8.0% |
| 7D | +5.8% | -2.5% | +8.3% | +7.3% |
| 30D | +21.7% | -10.4% | +32.1% | +28.8% |
| 3M | -28.2% | -14.9% | -13.3% | -23.9% |
| 6M | -29.5% | -29.6% | +0.2% | -14.3% |
| YTD | -47.5% | -11.8% | -35.7% | -47.2% |
| 1Y | -20.8% | -5.1% | -15.7% | -25.4% |
| 3Y | -26.7% | +61.3% | -88.0% | -52.8% |
| All | -51.9% | +19.7% | -71.7% | -58.4% |
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 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