-5.7%
LHX vs MDLN
+15.3%
-20.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +18.4% | -24.8% | -6.6% |
| 7D | -0.3% | +24.7% | -25.0% | -0.9% |
| 30D | +9.7% | +12.7% | -3.1% | +10.0% |
| 3M | -8.5% | -4.0% | -4.5% | -6.5% |
| 6M | -15.1% | -8.7% | -6.4% | -13.0% |
| YTD | -10.4% | -3.9% | -6.5% | -7.7% |
| All | -5.7% | +15.3% | -20.9% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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