+398.4%
TSM vs LHX
+55.8%
+342.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | +2.6% | -4.8% | +7.4% | +2.8% |
| 30D | +1.4% | -12.7% | +14.2% | +1.9% |
| 3M | +5.0% | -17.6% | +22.6% | +5.7% |
| 6M | +24.0% | -30.7% | +54.7% | +28.1% |
| YTD | +41.6% | -14.3% | +55.9% | +41.5% |
| 1Y | +66.2% | -8.4% | +74.6% | +65.0% |
| All | +398.4% | +55.8% | +342.7% | +382.0% |
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