-83.4%
TTD vs LHX
+54.0%
-137.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.8% | +2.8% |
| 7D | -0.6% | -4.3% | +3.6% | -0.1% |
| 30D | +6.3% | -15.1% | +21.4% | +8.6% |
| 3M | -24.1% | -21.0% | -3.2% | -21.9% |
| 6M | -47.4% | -32.0% | -15.4% | -44.8% |
| YTD | -62.2% | -15.3% | -46.9% | -62.5% |
| 1Y | -68.3% | -11.1% | -57.3% | -69.1% |
| 3Y | -83.4% | +54.0% | -137.4% | -85.9% |
| All | -83.4% | +54.0% | -137.4% | -85.9% |
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