+222.0%
LHX vs MSI
+605.3%
-383.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -4.3% | -0.4% | -3.9% | -4.1% |
| 30D | -15.1% | -0.8% | -14.4% | -14.9% |
| 3M | -21.0% | +13.9% | -34.9% | -25.3% |
| 6M | -32.0% | +1.3% | -33.3% | -32.8% |
| YTD | -15.3% | +22.3% | -37.6% | -22.9% |
| 1Y | -11.1% | -3.9% | -7.2% | -10.5% |
| 3Y | +54.0% | +69.9% | -15.9% | +19.3% |
| 5Y | +17.1% | +103.8% | -86.7% | -18.1% |
| All | +222.0% | +605.3% | -383.2% | +35.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling