+26.7%
LHX vs MSFU
+88.0%
-61.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +4.8% | -2.8% | +7.6% | +4.8% |
| 30D | +14.7% | -5.3% | +20.0% | +14.7% |
| 3M | -5.1% | +7.2% | -12.4% | -5.3% |
| 6M | -9.9% | +51.0% | -60.9% | -10.5% |
| YTD | -6.1% | -1.2% | -4.8% | -4.9% |
| 1Y | -4.0% | -10.3% | +6.3% | -2.3% |
| 3Y | +56.9% | +22.2% | +34.7% | +52.4% |
| All | +26.7% | +88.0% | -61.3% | +22.0% |
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