+8,156.3%
LHX vs MOD
+1,810.3%
+6,346.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.9% | -5.4% | +3.0% |
| 7D | -2.7% | -13.9% | +11.2% | -0.9% |
| 30D | +14.5% | -41.5% | +56.1% | +22.9% |
| 3M | -4.9% | -45.7% | +40.9% | +2.7% |
| 6M | -8.6% | -61.1% | +52.5% | +2.1% |
| YTD | -6.4% | -20.5% | +14.1% | -7.4% |
| 1Y | -5.1% | -32.1% | +27.1% | -4.3% |
| 3Y | +59.1% | +146.5% | -87.4% | +22.7% |
| 5Y | +33.4% | +812.7% | -779.3% | -21.0% |
| 10Y | +223.3% | +966.8% | -743.5% | +62.5% |
| All | +8,156.3% | +1,810.3% | +6,346.0% | +2,510.9% |
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