-4.1%
LHX vs MOD
+45.0%
-49.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -1.8% |
| 7D | -2.0% | +9.6% | -11.5% | -2.3% |
| 30D | -9.9% | 0.0% | -10.0% | -10.0% |
| 3M | -16.5% | -35.4% | +18.9% | -14.6% |
| 6M | -29.6% | -7.3% | -22.3% | -30.8% |
| YTD | -11.6% | +45.8% | -57.4% | -16.9% |
| 1Y | -4.1% | +43.1% | -47.2% | -9.3% |
| All | -4.1% | +45.0% | -49.1% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling