-4.1%
LHX vs MDY
+17.9%
-22.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -9.9% | -1.5% | -8.5% | -9.3% |
| 3M | -16.5% | +0.8% | -17.2% | -17.0% |
| 6M | -29.6% | +7.4% | -37.0% | -32.8% |
| YTD | -11.6% | +15.2% | -26.8% | -19.7% |
| 1Y | -4.1% | +16.5% | -20.6% | -11.9% |
| All | -4.1% | +17.9% | -22.0% | -11.9% |
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