+232.2%
LHX vs MOD
+1,504.3%
-1,272.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -2.5% | +6.3% | -8.8% | -3.0% |
| 30D | -10.4% | -1.7% | -8.7% | -10.3% |
| 3M | -14.9% | -30.1% | +15.2% | -12.7% |
| 6M | -29.6% | +2.7% | -32.3% | -30.9% |
| YTD | -11.8% | +44.1% | -55.9% | -16.5% |
| 1Y | -5.1% | +38.7% | -43.8% | -10.3% |
| 3Y | +61.3% | +309.8% | -248.5% | +30.4% |
| 5Y | +22.4% | +1,569.7% | -1,547.3% | -18.4% |
| 10Y | +232.2% | +1,520.5% | -1,288.2% | +98.3% |
| All | +232.2% | +1,504.3% | -1,272.0% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling