+40.9%
TTWO vs LHX
+16.3%
+24.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.5% |
| 7D | +0.4% | -4.3% | +4.6% | +0.9% |
| 30D | -11.3% | -15.1% | +3.8% | -9.4% |
| 3M | +1.6% | -21.0% | +22.6% | +4.7% |
| 6M | +2.1% | -32.0% | +34.1% | +7.5% |
| YTD | -15.8% | -15.3% | -0.5% | -14.2% |
| 1Y | -12.6% | -11.1% | -1.6% | -11.7% |
| 3Y | +48.2% | +54.0% | -5.8% | +34.6% |
| All | +40.9% | +16.3% | +24.6% | +33.8% |
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 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