+60.4%
LHX vs M
+115.8%
-55.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.1% |
| 7D | -2.5% | +2.4% | -4.9% | -2.6% |
| 30D | -10.4% | -11.6% | +1.3% | -9.8% |
| 3M | -14.9% | +1.6% | -16.6% | -15.2% |
| 6M | -29.6% | +25.2% | -54.8% | -30.7% |
| YTD | -11.8% | +3.8% | -15.6% | -12.3% |
| 1Y | -5.1% | +36.3% | -41.4% | -7.4% |
| All | +60.4% | +115.8% | -55.4% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling