+18.7%
LHX vs MKTX
-60.5%
+79.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -4.3% | -0.2% | -4.0% | -4.2% |
| 30D | -15.1% | +0.7% | -15.9% | -15.2% |
| 3M | -21.0% | +40.8% | -61.8% | -22.7% |
| 6M | -32.0% | -8.0% | -24.0% | -30.9% |
| YTD | -15.3% | -8.7% | -6.6% | -13.8% |
| 1Y | -11.1% | -11.8% | +0.8% | -9.3% |
| 3Y | +54.0% | -24.0% | +78.0% | +57.3% |
| All | +18.7% | -60.5% | +79.2% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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