+18.7%
LHX vs MOH
-19.7%
+38.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.3% |
| 7D | -4.3% | +1.7% | -6.0% | -4.4% |
| 30D | -15.1% | -0.9% | -14.3% | -15.1% |
| 3M | -21.0% | +5.7% | -26.7% | -21.6% |
| 6M | -32.0% | +39.1% | -71.1% | -34.4% |
| YTD | -15.3% | +17.7% | -33.0% | -17.6% |
| 1Y | -11.1% | +8.4% | -19.4% | -13.1% |
| 3Y | +54.0% | -36.6% | +90.6% | +57.0% |
| All | +18.7% | -19.7% | +38.4% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 5y: compounded portfolio wealth divided by compounded MOH 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…
5y analysis · Full analysis span regression · 6 months rolling