+22.4%
LHX vs MLM
+43.0%
-20.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -2.5% | +1.4% | -3.9% | -2.8% |
| 30D | -10.4% | -6.5% | -3.8% | -9.0% |
| 3M | -14.9% | -7.4% | -7.5% | -13.7% |
| 6M | -29.6% | -15.8% | -13.8% | -27.1% |
| YTD | -11.8% | -17.4% | +5.6% | -8.3% |
| 1Y | -5.1% | -17.9% | +12.8% | -1.2% |
| 3Y | +61.3% | +18.9% | +42.4% | +55.6% |
| 5Y | +22.4% | +43.4% | -21.0% | +11.2% |
| All | +22.4% | +43.0% | -20.6% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling