-55.4%
TSLL vs LHX
+20.1%
-75.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.7% | -10.1% | -11.0% |
| 7D | +1.9% | -2.0% | +3.8% | +3.2% |
| 30D | +17.8% | -9.9% | +27.7% | +24.3% |
| 3M | -37.0% | -16.5% | -20.5% | -32.3% |
| 6M | -37.7% | -29.6% | -8.1% | -24.3% |
| YTD | -51.4% | -11.6% | -39.8% | -51.1% |
| 1Y | -23.4% | -4.1% | -19.3% | -28.4% |
| 3Y | -30.8% | +53.3% | -84.0% | -53.6% |
| All | -55.4% | +20.1% | -75.5% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling