+232.2%
LHX vs MLM
+204.6%
+27.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -2.5% | +1.4% | -3.9% | -2.9% |
| 30D | -10.4% | -6.5% | -3.8% | -8.7% |
| 3M | -14.9% | -7.4% | -7.5% | -13.4% |
| 6M | -29.6% | -15.8% | -13.8% | -26.5% |
| YTD | -11.8% | -17.4% | +5.6% | -7.5% |
| 1Y | -5.1% | -17.9% | +12.8% | -0.3% |
| 3Y | +61.3% | +18.9% | +42.4% | +50.6% |
| 5Y | +22.4% | +43.4% | -21.0% | +5.7% |
| 10Y | +232.2% | +206.2% | +26.0% | +111.6% |
| All | +232.2% | +204.6% | +27.7% | +111.6% |
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