+7,700.9%
LHX vs MSI
+4,035.2%
+3,665.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -2.0% | -3.7% | +1.7% | -0.9% |
| 30D | -9.9% | +6.8% | -16.8% | -11.8% |
| 3M | -16.5% | +14.3% | -30.8% | -19.9% |
| 6M | -29.6% | -1.6% | -28.0% | -29.6% |
| YTD | -11.6% | +22.8% | -34.4% | -17.3% |
| 1Y | -4.1% | -1.1% | -3.0% | -4.5% |
| 3Y | +53.3% | +70.5% | -17.2% | +28.8% |
| 5Y | +22.3% | +102.8% | -80.5% | -3.7% |
| 10Y | +231.9% | +597.4% | -365.5% | +80.4% |
| All | +7,700.9% | +4,035.2% | +3,665.7% | +1,941.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling