+18.7%
LHX vs MET
+83.9%
-65.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 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% | -23.4% |
| 6M | -32.0% | +40.8% | -72.8% | -38.1% |
| YTD | -15.3% | +25.7% | -41.0% | -20.8% |
| 1Y | -11.1% | +24.4% | -35.4% | -16.7% |
| 3Y | +54.0% | +67.5% | -13.4% | +29.7% |
| All | +18.7% | +83.9% | -65.2% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling