-9.3%
LHX vs MDY
+17.5%
-26.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.7% |
| 7D | -0.3% | +1.7% | -2.0% | -1.1% |
| 30D | +9.7% | +1.2% | +8.5% | +9.0% |
| 3M | -8.5% | -3.5% | -5.0% | -7.1% |
| 6M | -15.1% | +3.5% | -18.6% | -17.2% |
| YTD | -10.4% | +13.6% | -24.0% | -18.5% |
| 1Y | -9.3% | +17.1% | -26.4% | -18.3% |
| All | -9.3% | +17.5% | -26.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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