-4.0%
LHX vs MOD
+38.6%
-42.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -2.5% | +6.3% | -8.8% | -2.7% |
| 30D | -10.4% | -1.7% | -8.7% | -10.4% |
| 3M | -14.9% | -30.1% | +15.2% | -13.6% |
| 6M | -29.6% | +2.7% | -32.3% | -31.4% |
| YTD | -11.8% | +44.1% | -55.9% | -17.1% |
| All | -4.0% | +38.6% | -42.6% | -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