-9.3%
LHX vs MLM
-11.4%
+2.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.4% | -8.8% | -7.2% |
| 7D | -0.3% | +9.1% | -9.5% | -3.4% |
| 30D | +9.7% | +14.6% | -5.0% | +4.6% |
| 3M | -8.5% | +0.3% | -8.8% | -8.9% |
| 6M | -15.1% | -7.5% | -7.6% | -13.2% |
| YTD | -10.4% | -10.2% | -0.2% | -10.4% |
| 1Y | -9.3% | -10.5% | +1.2% | -9.4% |
| All | -9.3% | -11.4% | +2.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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