+212.5%
LHX vs MSI
+664.3%
-451.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +4.8% | +3.2% | +1.6% | +3.5% |
| 30D | +14.7% | +17.6% | -2.9% | +7.3% |
| 3M | -5.1% | +14.5% | -19.7% | -10.4% |
| 6M | -9.9% | +34.3% | -44.1% | -20.5% |
| YTD | -6.1% | +39.7% | -45.8% | -19.1% |
| 1Y | -4.0% | +40.2% | -44.2% | -17.5% |
| 3Y | +56.9% | +77.1% | -20.2% | +19.9% |
| 5Y | +36.6% | +124.0% | -87.5% | -7.9% |
| All | +212.5% | +664.3% | -451.8% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling