+3,262.8%
LHX vs MKSI
+2,222.5%
+1,040.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.5% |
| 7D | -4.3% | +2.7% | -6.9% | -4.8% |
| 30D | -15.1% | -12.8% | -2.3% | -13.1% |
| 3M | -21.0% | -22.5% | +1.6% | -18.9% |
| 6M | -32.0% | +19.4% | -51.4% | -36.4% |
| YTD | -15.3% | +67.7% | -83.0% | -26.4% |
| 1Y | -11.1% | +131.4% | -142.5% | -28.2% |
| 3Y | +54.0% | +197.3% | -143.3% | +10.5% |
| 5Y | +17.1% | +87.0% | -69.8% | -11.6% |
| 10Y | +225.8% | +522.1% | -296.3% | +70.8% |
| All | +3,262.8% | +2,222.5% | +1,040.3% | +1,386.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling