-4.1%
LHX vs MCO
+0.4%
-4.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.5% |
| 7D | -2.0% | -4.2% | +2.2% | -1.5% |
| 30D | -9.9% | +2.2% | -12.1% | -10.2% |
| 3M | -16.5% | +10.1% | -26.6% | -17.6% |
| 6M | -29.6% | +5.3% | -34.9% | -30.4% |
| YTD | -11.6% | -2.7% | -8.8% | -13.0% |
| 1Y | -4.1% | -0.4% | -3.7% | -6.7% |
| All | -4.1% | +0.4% | -4.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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