+59.1%
LHX vs MOD
+148.6%
-89.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.9% | -5.4% | +3.9% |
| 7D | -2.7% | -13.9% | +11.2% | -2.1% |
| 30D | +14.5% | -41.5% | +56.1% | +16.9% |
| 3M | -4.9% | -45.7% | +40.9% | -2.7% |
| 6M | -8.6% | -61.1% | +52.5% | -5.3% |
| YTD | -6.4% | -20.5% | +14.1% | -7.8% |
| 1Y | -5.1% | -32.1% | +27.1% | -5.8% |
| 3Y | +59.1% | +146.5% | -87.4% | +37.7% |
| All | +59.1% | +148.6% | -89.5% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling