+18.5%
LHX vs MSI
+100.4%
-82.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -4.8% | -1.8% | -3.0% | -4.3% |
| 30D | -12.7% | -0.6% | -12.1% | -12.6% |
| 3M | -17.6% | +13.0% | -30.7% | -20.8% |
| 6M | -30.7% | +0.5% | -31.2% | -31.1% |
| YTD | -14.3% | +21.7% | -36.0% | -20.0% |
| 1Y | -8.4% | -2.6% | -5.8% | -8.2% |
| 3Y | +56.7% | +69.7% | -13.0% | +30.6% |
| 5Y | +18.5% | +102.8% | -84.3% | -6.8% |
| All | +18.5% | +100.4% | -82.0% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling