+1,779.8%
TSM vs LHX
+227.8%
+1,551.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.4% |
| 7D | +1.0% | -4.3% | +5.3% | +1.8% |
| 30D | +1.0% | -15.1% | +16.1% | +3.9% |
| 3M | +2.9% | -21.0% | +23.9% | +6.9% |
| 6M | +22.8% | -32.0% | +54.8% | +31.7% |
| YTD | +43.3% | -15.3% | +58.6% | +46.2% |
| 1Y | +69.2% | -11.1% | +80.2% | +70.7% |
| 3Y | +404.5% | +54.0% | +350.5% | +346.3% |
| 5Y | +282.2% | +17.1% | +265.1% | +252.7% |
| All | +1,779.8% | +227.8% | +1,551.9% | +1,248.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling