+585.4%
LHX vs MSCI
+3,191.3%
-2,605.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -0.2% |
| 7D | +4.8% | +3.0% | +1.8% | +3.9% |
| 30D | +14.7% | +17.8% | -3.1% | +9.1% |
| 3M | -5.1% | +15.2% | -20.3% | -9.3% |
| 6M | -9.9% | +16.5% | -26.4% | -14.5% |
| YTD | -6.1% | +16.4% | -22.4% | -11.3% |
| 1Y | -4.0% | +16.8% | -20.8% | -9.5% |
| 3Y | +56.9% | +35.8% | +21.2% | +38.3% |
| 5Y | +36.6% | +7.0% | +29.6% | +24.9% |
| 10Y | +217.5% | +818.6% | -601.1% | +30.8% |
| All | +585.4% | +3,191.3% | -2,605.9% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling