+19.3%
LHX vs MSFU
+76.3%
-57.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.6% |
| 7D | -2.0% | -5.7% | +3.7% | -1.9% |
| 30D | -9.9% | +4.2% | -14.1% | -10.0% |
| 3M | -16.5% | +27.9% | -44.4% | -16.4% |
| 6M | -29.6% | +37.1% | -66.7% | -30.0% |
| YTD | -11.6% | -7.4% | -4.2% | -10.3% |
| 1Y | -4.1% | -19.6% | +15.5% | -2.0% |
| 3Y | +53.3% | +33.2% | +20.1% | +47.1% |
| All | +19.3% | +76.3% | -57.0% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling