+365.8%
TTD vs LHX
+244.8%
+120.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.7% |
| 7D | +1.7% | -2.5% | +4.2% | +2.7% |
| 30D | +1.6% | -10.4% | +12.0% | +5.7% |
| 3M | -27.8% | -14.9% | -12.9% | -23.8% |
| 6M | -52.1% | -29.6% | -22.5% | -45.9% |
| YTD | -63.1% | -11.8% | -51.3% | -62.3% |
| 1Y | -73.1% | -5.1% | -68.0% | -73.5% |
| 3Y | -83.3% | +61.3% | -144.6% | -87.2% |
| 5Y | -80.6% | +22.4% | -103.0% | -83.7% |
| All | +365.8% | +244.8% | +120.9% | +83.8% |
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