+13,840.9%
TSM vs LHX
+2,283.9%
+11,557.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | 0.0% |
| 7D | +4.8% | -3.7% | +8.5% | +6.4% |
| 30D | +4.0% | -13.2% | +17.2% | +10.1% |
| 3M | +2.0% | -18.4% | +20.3% | +9.4% |
| 6M | +25.5% | -32.0% | +57.5% | +44.9% |
| YTD | +44.0% | -13.6% | +57.6% | +49.5% |
| 1Y | +75.4% | -6.0% | +81.4% | +75.2% |
| 3Y | +406.7% | +57.9% | +348.8% | +295.0% |
| 5Y | +285.0% | +19.2% | +265.8% | +225.6% |
| 10Y | +1,815.4% | +232.3% | +1,583.1% | +829.4% |
| All | +13,840.9% | +2,283.9% | +11,557.0% | +2,211.4% |
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