-80.4%
TTD vs LHX
+17.6%
-98.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.8% |
| 7D | -7.4% | -4.8% | -2.6% | -6.6% |
| 30D | +3.0% | -12.7% | +15.8% | +5.7% |
| 3M | -27.6% | -17.6% | -9.9% | -25.1% |
| 6M | -49.5% | -30.7% | -18.8% | -46.1% |
| YTD | -63.2% | -14.3% | -48.8% | -62.9% |
| 1Y | -69.7% | -8.4% | -61.3% | -70.1% |
| 3Y | -83.3% | +56.7% | -140.0% | -85.9% |
| All | -80.4% | +17.6% | -98.0% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling