+7,700.9%
LHX vs MAS
+1,430.5%
+6,270.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.2% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | -9.9% | -5.6% | -4.4% | -8.7% |
| 3M | -16.5% | +4.4% | -20.9% | -17.9% |
| 6M | -29.6% | +7.2% | -36.8% | -31.7% |
| YTD | -11.6% | +16.1% | -27.7% | -16.3% |
| 1Y | -4.1% | +0.1% | -4.2% | -5.7% |
| 3Y | +53.3% | +28.3% | +24.9% | +38.1% |
| 5Y | +22.3% | +30.5% | -8.2% | +7.1% |
| 10Y | +231.9% | +139.1% | +92.7% | +139.5% |
| All | +7,700.9% | +1,430.5% | +6,270.5% | +2,639.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling