+2,677.1%
LHX vs MET
+1,269.7%
+1,407.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.4% |
| 7D | -2.5% | +1.1% | -3.6% | -2.9% |
| 30D | -10.4% | -2.3% | -8.0% | -9.8% |
| 3M | -14.9% | +13.9% | -28.8% | -18.2% |
| 6M | -29.6% | +34.8% | -64.4% | -35.7% |
| YTD | -11.8% | +23.5% | -35.3% | -17.6% |
| 1Y | -5.1% | +23.4% | -28.5% | -11.4% |
| 3Y | +61.3% | +64.9% | -3.6% | +36.4% |
| 5Y | +22.4% | +82.0% | -59.7% | -1.0% |
| 10Y | +232.2% | +244.4% | -12.1% | +113.8% |
| All | +2,677.1% | +1,269.7% | +1,407.4% | +1,184.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling