+4,677.7%
LHX vs MLM
+2,981.8%
+1,695.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.3% |
| 7D | -6.4% | -4.1% | -2.3% | -5.3% |
| 30D | +11.2% | +8.2% | +3.1% | +8.4% |
| 3M | -9.8% | -3.6% | -6.2% | -9.0% |
| 6M | -13.2% | -15.6% | +2.3% | -9.1% |
| YTD | -10.4% | -16.4% | +6.1% | -6.1% |
| 1Y | -7.3% | -14.3% | +7.0% | -3.6% |
| 3Y | +51.5% | +19.3% | +32.1% | +40.1% |
| 5Y | +28.2% | +29.6% | -1.4% | +12.5% |
| 10Y | +232.4% | +189.9% | +42.5% | +109.9% |
| All | +4,677.7% | +2,981.8% | +1,695.9% | +1,415.1% |
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