+4,609.1%
LHX vs MDY
+2,615.3%
+1,993.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.3% |
| 7D | -3.7% | -0.8% | -2.9% | -3.1% |
| 30D | -13.2% | -3.9% | -9.3% | -10.5% |
| 3M | -18.4% | 0.0% | -18.3% | -18.6% |
| 6M | -32.0% | +8.5% | -40.5% | -36.4% |
| YTD | -13.6% | +13.2% | -26.9% | -22.0% |
| 1Y | -6.0% | +15.0% | -21.0% | -16.1% |
| 3Y | +57.9% | +49.6% | +8.4% | +11.6% |
| 5Y | +19.2% | +46.0% | -26.8% | -17.3% |
| 10Y | +232.3% | +176.4% | +55.9% | +28.8% |
| All | +4,609.1% | +2,615.3% | +1,993.8% | +179.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling