+5,106.9%
LHX vs MCO
+7,284.8%
-2,177.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -4.8% | -7.3% | +2.5% | -2.4% |
| 30D | -12.7% | -1.7% | -11.0% | -12.3% |
| 3M | -17.6% | +3.9% | -21.6% | -19.0% |
| 6M | -30.7% | +3.8% | -34.5% | -32.0% |
| YTD | -14.3% | -7.9% | -6.4% | -13.1% |
| 1Y | -8.4% | -6.8% | -1.5% | -7.6% |
| 3Y | +56.7% | +40.9% | +15.7% | +35.8% |
| 5Y | +18.5% | +27.5% | -9.0% | +3.3% |
| 10Y | +229.6% | +381.4% | -151.8% | +79.3% |
| All | +5,106.9% | +7,284.8% | -2,177.9% | +986.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling