+34.0%
LHX vs MAGS
+187.1%
-153.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.8% | -1.8% | -3.0% | -4.7% |
| 30D | -12.7% | +1.1% | -13.8% | -12.8% |
| 3M | -17.6% | +7.7% | -25.4% | -18.1% |
| 6M | -30.7% | +11.7% | -42.4% | -31.4% |
| YTD | -14.3% | +4.9% | -19.2% | -14.8% |
| 1Y | -8.4% | +14.3% | -22.7% | -9.6% |
| 3Y | +56.7% | +128.9% | -72.3% | +47.5% |
| All | +34.0% | +187.1% | -153.1% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling