-9.3%
LHX vs MKSI
+40.1%
-49.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.0% | -1.5% | -6.6% |
| 7D | -0.3% | -10.7% | +10.3% | -0.8% |
| 30D | +9.7% | -30.5% | +40.1% | +8.4% |
| 3M | -8.5% | -39.2% | +30.6% | -9.7% |
| 6M | -15.1% | -33.0% | +17.9% | -18.0% |
| YTD | -10.4% | +22.3% | -32.7% | -20.9% |
| 1Y | -9.3% | +42.7% | -52.0% | -20.6% |
| All | -9.3% | +40.1% | -49.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling