+223.1%
LHX vs MAS
+213.7%
+9.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.2% |
| 7D | -6.4% | +2.0% | -8.3% | -7.1% |
| 30D | +11.2% | +19.4% | -8.1% | +5.7% |
| 3M | -9.8% | +9.4% | -19.2% | -12.4% |
| 6M | -13.2% | +15.3% | -28.6% | -17.4% |
| YTD | -10.4% | +31.3% | -41.7% | -18.6% |
| 1Y | -7.3% | +34.9% | -42.2% | -16.5% |
| 3Y | +51.5% | +58.6% | -7.1% | +25.9% |
| 5Y | +28.2% | +40.7% | -12.5% | +8.4% |
| All | +223.1% | +213.7% | +9.4% | +100.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling