+2,536.1%
LHX vs MOH
+1,358.8%
+1,177.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.5% |
| 7D | -4.3% | +1.7% | -6.0% | -4.5% |
| 30D | -15.1% | -0.9% | -14.3% | -15.0% |
| 3M | -21.0% | +5.7% | -26.7% | -22.0% |
| 6M | -32.0% | +39.1% | -71.1% | -36.1% |
| YTD | -15.3% | +17.7% | -33.0% | -19.1% |
| 1Y | -11.1% | +8.4% | -19.4% | -14.4% |
| 3Y | +54.0% | -36.6% | +90.6% | +56.9% |
| 5Y | +17.1% | -19.1% | +36.2% | +13.1% |
| 10Y | +225.8% | +262.8% | -37.0% | +130.4% |
| All | +2,536.1% | +1,358.8% | +1,177.3% | +1,172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling