+225.8%
LHX vs M
-10.0%
+235.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.4% |
| 7D | -4.8% | -8.8% | +4.0% | -4.0% |
| 30D | -12.7% | -16.4% | +3.6% | -11.3% |
| 3M | -17.6% | -10.8% | -6.8% | -17.0% |
| 6M | -30.7% | +16.1% | -46.8% | -32.0% |
| YTD | -14.3% | -5.3% | -9.1% | -14.4% |
| 1Y | -8.4% | +24.9% | -33.3% | -11.1% |
| 3Y | +56.7% | +97.5% | -40.9% | +41.5% |
| 5Y | +18.5% | +20.4% | -1.9% | +8.1% |
| All | +225.8% | -10.0% | +235.7% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling