+59.4%
LHX vs MSCI
+34.4%
+25.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +6.5% | -1.9% | +8.4% | +6.8% |
| 30D | +16.1% | +16.5% | -0.4% | +12.7% |
| 3M | -2.8% | +18.2% | -21.0% | -6.0% |
| 6M | -7.7% | +14.0% | -21.7% | -10.4% |
| YTD | -4.6% | +16.6% | -21.2% | -8.2% |
| 1Y | -6.8% | +14.8% | -21.6% | -10.1% |
| All | +59.4% | +34.4% | +25.0% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling