-8.4%
LHX vs MSCI
-2.9%
-5.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.6% |
| 7D | -4.8% | -4.7% | -0.1% | -4.1% |
| 30D | -12.7% | -2.2% | -10.6% | -12.5% |
| 3M | -17.6% | -9.7% | -7.9% | -16.6% |
| 6M | -30.7% | +0.3% | -31.0% | -31.0% |
| YTD | -14.3% | -3.5% | -10.9% | -15.1% |
| 1Y | -8.4% | -1.4% | -7.0% | -9.1% |
| All | -8.4% | -2.9% | -5.5% | -9.1% |
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