+60.5%
LHX vs MAS
+59.6%
+0.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | -0.6% | +3.6% | -4.2% | -1.3% |
| 30D | +16.5% | +23.8% | -7.4% | +12.4% |
| 3M | -4.3% | +14.4% | -18.7% | -6.5% |
| 6M | -7.1% | +19.7% | -26.8% | -10.2% |
| YTD | -4.8% | +36.0% | -40.8% | -10.6% |
| 1Y | -5.5% | +40.4% | -45.9% | -11.8% |
| 3Y | +60.5% | +58.9% | +1.5% | +44.6% |
| All | +60.5% | +59.6% | +0.9% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling