-6.0%
LHX vs MOS
-17.6%
+11.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -3.7% | +1.7% | -5.4% | -3.9% |
| 30D | -13.2% | +11.7% | -24.8% | -14.2% |
| 3M | -18.4% | +23.2% | -41.5% | -20.5% |
| 6M | -32.0% | -1.6% | -30.3% | -32.2% |
| YTD | -13.6% | +10.8% | -24.5% | -15.5% |
| 1Y | -6.0% | -16.2% | +10.3% | -4.3% |
| All | -6.0% | -17.6% | +11.7% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling