+57.1%
LHX vs MSFU
+24.2%
+32.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.1% |
| 7D | -3.7% | -2.3% | -1.4% | -3.7% |
| 30D | -13.2% | -6.3% | -6.9% | -13.2% |
| 3M | -18.4% | +40.0% | -58.3% | -18.0% |
| 6M | -32.0% | +30.1% | -62.1% | -31.7% |
| YTD | -13.6% | -10.3% | -3.3% | -11.9% |
| 1Y | -6.0% | -19.0% | +13.1% | -3.6% |
| All | +57.1% | +24.2% | +32.9% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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