+222.0%
LHX vs MKC
+29.9%
+192.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | -4.3% | -1.5% | -2.8% | -3.9% |
| 30D | -15.1% | -3.1% | -12.0% | -14.4% |
| 3M | -21.0% | +5.2% | -26.2% | -22.4% |
| 6M | -32.0% | -12.8% | -19.2% | -29.7% |
| YTD | -15.3% | -23.3% | +8.0% | -9.5% |
| 1Y | -11.1% | -24.1% | +13.1% | -4.9% |
| 3Y | +54.0% | -32.1% | +86.1% | +68.6% |
| 5Y | +17.1% | -32.8% | +49.9% | +25.8% |
| All | +222.0% | +29.9% | +192.2% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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