+8,294.4%
LHX vs MOD
+1,754.9%
+6,539.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.1% |
| 7D | -0.6% | -17.8% | +17.2% | +1.9% |
| 30D | +16.5% | -43.2% | +59.7% | +25.5% |
| 3M | -4.3% | -46.0% | +41.7% | +3.4% |
| 6M | -7.1% | -62.2% | +55.2% | +4.2% |
| YTD | -4.8% | -22.8% | +18.0% | -5.5% |
| 1Y | -5.5% | -35.5% | +29.9% | -4.1% |
| 3Y | +60.5% | +128.2% | -67.8% | +25.3% |
| 5Y | +36.4% | +791.6% | -755.2% | -19.0% |
| 10Y | +223.6% | +886.3% | -662.7% | +64.8% |
| All | +8,294.4% | +1,754.9% | +6,539.5% | +2,565.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling