+15.5%
LHX vs MSFU
+71.2%
-55.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -4.8% | -6.9% | +2.1% | -4.7% |
| 30D | -12.7% | -5.1% | -7.6% | -12.7% |
| 3M | -17.6% | +44.6% | -62.3% | -18.1% |
| 6M | -30.7% | +32.8% | -63.5% | -31.0% |
| YTD | -14.3% | -10.1% | -4.3% | -13.1% |
| 1Y | -8.4% | -19.4% | +11.0% | -6.5% |
| 3Y | +56.7% | +26.2% | +30.5% | +50.8% |
| All | +15.5% | +71.2% | -55.7% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling