-9.3%
LHX vs MSTU
-88.0%
+78.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +10.3% | -16.8% | -6.4% |
| 7D | -0.3% | -4.8% | +4.5% | -0.3% |
| 30D | +9.7% | -29.6% | +39.2% | +9.7% |
| 3M | -8.5% | +69.4% | -77.9% | -8.8% |
| 6M | -15.1% | -62.2% | +47.2% | -13.4% |
| YTD | -10.4% | -61.1% | +50.6% | -9.4% |
| 1Y | -9.3% | -87.2% | +77.9% | -4.2% |
| All | -9.3% | -88.0% | +78.7% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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