+12.1%
LHX vs MSTU
-88.1%
+100.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.8% | +6.0% | -0.7% |
| 7D | -4.8% | -22.0% | +17.2% | -4.5% |
| 30D | -12.7% | +60.3% | -73.0% | -13.4% |
| 3M | -17.6% | -3.7% | -13.9% | -17.9% |
| 6M | -30.7% | -45.2% | +14.5% | -30.6% |
| YTD | -14.3% | -64.3% | +50.0% | -14.1% |
| 1Y | -8.4% | -94.0% | +85.6% | -5.5% |
| All | +12.1% | -88.1% | +100.2% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling