+1,156.6%
LHX vs MKTX
+1,442.6%
-286.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.3% |
| 3M | -21.0% | +40.8% | -61.8% | -27.3% |
| 6M | -32.0% | -8.0% | -24.0% | -31.9% |
| YTD | -15.3% | -8.7% | -6.6% | -15.1% |
| 1Y | -11.1% | -11.8% | +0.8% | -10.4% |
| 3Y | +54.0% | -24.0% | +78.0% | +56.0% |
| 5Y | +17.1% | -60.3% | +77.4% | +32.8% |
| 10Y | +225.8% | +5.0% | +220.8% | +182.7% |
| All | +1,156.6% | +1,442.6% | -286.0% | +411.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling