+7,700.9%
LHX vs MOS
+155.8%
+7,545.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.0% |
| 7D | -2.0% | +9.5% | -11.5% | -3.7% |
| 30D | -9.9% | +10.4% | -20.4% | -11.9% |
| 3M | -16.5% | +12.9% | -29.4% | -19.0% |
| 6M | -29.6% | +1.2% | -30.8% | -30.7% |
| YTD | -11.6% | +9.3% | -20.9% | -14.4% |
| 1Y | -4.1% | -18.0% | +13.9% | -2.2% |
| 3Y | +53.3% | -29.0% | +82.3% | +57.4% |
| 5Y | +22.3% | -9.6% | +31.8% | +15.8% |
| 10Y | +231.9% | +6.1% | +225.8% | +175.4% |
| All | +7,700.9% | +155.8% | +7,545.1% | +4,209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling