+36.0%
TSM vs LHX
-8.3%
+44.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.2% | -2.9% |
| 7D | -10.0% | -0.3% | -9.6% | -9.8% |
| 30D | -18.5% | +9.7% | -28.2% | -17.5% |
| 3M | -4.9% | -8.5% | +3.6% | -4.8% |
| 6M | -1.0% | -15.1% | +14.1% | -0.7% |
| YTD | +31.3% | -10.4% | +41.7% | +23.1% |
| 1Y | +36.0% | -9.3% | +45.3% | +26.2% |
| All | +36.0% | -8.3% | +44.3% | +26.2% |
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