+222.0%
LHX vs MDY
+177.2%
+44.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.6% |
| 7D | -4.3% | -1.9% | -2.4% | -3.3% |
| 30D | -15.1% | -4.6% | -10.5% | -12.9% |
| 3M | -21.0% | -1.2% | -19.7% | -20.6% |
| 6M | -32.0% | +9.2% | -41.2% | -35.5% |
| YTD | -15.3% | +13.1% | -28.4% | -21.3% |
| 1Y | -11.1% | +13.0% | -24.1% | -17.3% |
| 3Y | +54.0% | +49.2% | +4.8% | +19.7% |
| 5Y | +17.1% | +47.2% | -30.1% | -10.4% |
| All | +222.0% | +177.2% | +44.9% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling