-9.3%
LHX vs MSI
+28.6%
-37.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.2% | -7.7% | -6.8% |
| 7D | -0.3% | +2.8% | -3.1% | -1.1% |
| 30D | +9.7% | +9.1% | +0.5% | +7.1% |
| 3M | -8.5% | +12.5% | -21.0% | -11.4% |
| 6M | -15.1% | +14.2% | -29.3% | -18.2% |
| YTD | -10.4% | +30.7% | -41.2% | -16.6% |
| 1Y | -9.3% | +27.5% | -36.8% | -12.7% |
| All | -9.3% | +28.6% | -37.9% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling