+223.3%
LHX vs MLM
+167.5%
+55.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +2.0% | +3.7% |
| 7D | -2.7% | -3.8% | +1.1% | -1.7% |
| 30D | +14.5% | +11.0% | +3.5% | +11.2% |
| 3M | -4.9% | -3.1% | -1.8% | -4.2% |
| 6M | -8.6% | -9.8% | +1.2% | -6.5% |
| YTD | -6.4% | -14.4% | +8.0% | -3.0% |
| 1Y | -5.1% | -12.6% | +7.5% | -2.2% |
| 3Y | +59.1% | +19.7% | +39.3% | +48.6% |
| 5Y | +33.4% | +29.8% | +3.7% | +19.3% |
| 10Y | +223.3% | +153.5% | +69.8% | +119.2% |
| All | +223.3% | +167.5% | +55.9% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling