+7,700.9%
LHX vs MOD
+3,565.2%
+4,135.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -2.3% |
| 7D | -2.0% | +9.6% | -11.5% | -3.3% |
| 30D | -9.9% | 0.0% | -10.0% | -10.1% |
| 3M | -16.5% | -35.4% | +18.9% | -12.0% |
| 6M | -29.6% | -7.3% | -22.3% | -30.5% |
| YTD | -11.6% | +45.8% | -57.4% | -19.0% |
| 1Y | -4.1% | +43.1% | -47.2% | -12.7% |
| 3Y | +53.3% | +297.7% | -244.4% | +11.1% |
| 5Y | +22.3% | +1,478.8% | -1,456.5% | -32.6% |
| 10Y | +231.9% | +1,633.4% | -1,401.5% | +57.3% |
| All | +7,700.9% | +3,565.2% | +4,135.7% | +2,169.2% |
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