-9.3%
LHX vs MAS
+40.8%
-50.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.6% | -12.1% | -7.2% |
| 7D | -0.3% | +14.2% | -14.5% | -2.3% |
| 30D | +9.7% | +26.8% | -17.2% | +6.1% |
| 3M | -8.5% | +13.1% | -21.7% | -10.3% |
| 6M | -15.1% | +27.9% | -43.0% | -18.1% |
| YTD | -10.4% | +38.7% | -49.1% | -17.0% |
| 1Y | -9.3% | +40.4% | -49.7% | -16.6% |
| All | -9.3% | +40.8% | -50.1% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling