+232.2%
LHX vs MOS
+11.1%
+221.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.7% |
| 7D | -2.5% | +7.1% | -9.6% | -3.6% |
| 30D | -10.4% | +15.0% | -25.4% | -12.6% |
| 3M | -14.9% | +24.1% | -39.0% | -18.4% |
| 6M | -29.6% | +2.7% | -32.3% | -30.7% |
| YTD | -11.8% | +12.2% | -24.0% | -14.6% |
| 1Y | -5.1% | -16.3% | +11.2% | -3.7% |
| 3Y | +61.3% | -23.3% | +84.6% | +63.1% |
| 5Y | +22.4% | -4.2% | +26.6% | +16.9% |
| 10Y | +232.2% | +12.6% | +219.7% | +184.2% |
| All | +232.2% | +11.1% | +221.2% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling