+12.1%
LHX vs MSTZ
-99.1%
+111.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.6% | -7.4% | -0.7% |
| 7D | -4.8% | +24.8% | -29.6% | -4.5% |
| 30D | -12.7% | -59.2% | +46.5% | -13.5% |
| 3M | -17.6% | -56.9% | +39.2% | -18.0% |
| 6M | -30.7% | -57.6% | +26.9% | -30.8% |
| YTD | -14.3% | -73.6% | +59.2% | -14.5% |
| 1Y | -8.4% | -15.6% | +7.2% | -6.3% |
| All | +12.1% | -99.1% | +111.2% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 3y: compounded portfolio wealth divided by compounded MSTZ 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…
3y analysis · Full analysis span regression · 6 months rolling