-9.3%
LHX vs MSCI
+17.3%
-26.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.4% | -11.9% | -7.3% |
| 7D | -0.3% | +11.5% | -11.8% | -2.3% |
| 30D | +9.7% | +22.1% | -12.4% | +5.9% |
| 3M | -8.5% | +18.4% | -26.9% | -11.3% |
| 6M | -15.1% | +16.6% | -31.7% | -17.8% |
| YTD | -10.4% | +18.8% | -29.3% | -15.8% |
| 1Y | -9.3% | +19.0% | -28.3% | -15.0% |
| All | -9.3% | +17.3% | -26.5% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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