+4,614.4%
LHX vs MLM
+2,961.7%
+1,652.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | -2.0% | -2.9% | +1.0% | -1.1% |
| 30D | -9.9% | -6.8% | -3.1% | -8.1% |
| 3M | -16.5% | -11.2% | -5.2% | -13.6% |
| 6M | -29.6% | -21.8% | -7.8% | -24.4% |
| YTD | -11.6% | -17.0% | +5.4% | -7.0% |
| 1Y | -4.1% | -16.4% | +12.3% | +0.7% |
| 3Y | +53.3% | +14.5% | +38.8% | +43.3% |
| 5Y | +22.3% | +41.7% | -19.5% | +4.1% |
| 10Y | +231.9% | +200.0% | +31.8% | +107.3% |
| All | +4,614.4% | +2,961.7% | +1,652.7% | +1,400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling