+54.0%
LHX vs MAGS
+128.4%
-74.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.2% |
| 7D | -4.3% | +0.6% | -4.9% | -4.3% |
| 30D | -15.1% | +3.2% | -18.4% | -15.3% |
| 3M | -21.0% | +7.7% | -28.6% | -21.3% |
| 6M | -32.0% | +12.5% | -44.4% | -32.7% |
| YTD | -15.3% | +6.0% | -21.3% | -15.8% |
| 1Y | -11.1% | +14.4% | -25.4% | -12.1% |
| 3Y | +54.0% | +127.5% | -73.5% | +48.9% |
| All | +54.0% | +128.4% | -74.4% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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