+222.0%
LHX vs MET
+249.3%
-27.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -4.3% | -0.5% | -3.8% | -4.1% |
| 30D | -15.1% | +0.5% | -15.6% | -15.3% |
| 3M | -21.0% | +11.6% | -32.6% | -24.1% |
| 6M | -32.0% | +40.8% | -72.8% | -39.9% |
| YTD | -15.3% | +25.7% | -41.0% | -22.4% |
| 1Y | -11.1% | +24.4% | -35.4% | -18.3% |
| 3Y | +54.0% | +67.5% | -13.4% | +24.1% |
| 5Y | +17.1% | +85.8% | -68.7% | -11.2% |
| All | +222.0% | +249.3% | -27.3% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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