-4.0%
LHX vs MSCI
+15.9%
-19.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +4.8% | +2.7% | +2.1% | +4.4% |
| 30D | +14.7% | +17.4% | -2.7% | +11.4% |
| 3M | -5.1% | +14.8% | -20.0% | -7.5% |
| 6M | -9.9% | +16.1% | -26.0% | -12.6% |
| YTD | -6.1% | +16.0% | -22.1% | -11.1% |
| 1Y | -4.0% | +16.4% | -20.4% | -9.1% |
| All | -4.0% | +15.9% | -19.9% | -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