+54.0%
LHX vs MCO
+42.6%
+11.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.5% |
| 7D | -4.3% | -3.8% | -0.5% | -3.5% |
| 30D | -15.1% | -0.4% | -14.7% | -15.1% |
| 3M | -21.0% | +7.7% | -28.7% | -22.5% |
| 6M | -32.0% | +7.0% | -39.0% | -33.3% |
| YTD | -15.3% | -6.4% | -8.9% | -14.8% |
| 1Y | -11.1% | -7.6% | -3.4% | -10.3% |
| 3Y | +54.0% | +43.2% | +10.8% | +29.7% |
| All | +54.0% | +42.6% | +11.4% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling