+545.4%
LHX vs MSCI
+2,756.4%
-2,211.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -9.9% | +0.6% | -10.5% | -10.1% |
| 3M | -16.5% | -7.1% | -9.4% | -15.0% |
| 6M | -29.6% | +0.8% | -30.4% | -30.2% |
| YTD | -11.6% | +1.0% | -12.6% | -12.7% |
| 1Y | -4.1% | +4.3% | -8.4% | -6.6% |
| 3Y | +53.3% | +9.9% | +43.3% | +44.0% |
| 5Y | +22.3% | -6.8% | +29.0% | +16.5% |
| 10Y | +231.9% | +614.7% | -382.8% | +48.3% |
| All | +545.4% | +2,756.4% | -2,211.0% | +72.5% |
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