+54.0%
LHX vs MTB
+114.2%
-60.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -15.1% | -4.8% | -10.3% | -14.2% |
| 3M | -21.0% | +6.0% | -26.9% | -22.0% |
| 6M | -32.0% | +19.6% | -51.6% | -34.7% |
| YTD | -15.3% | +21.5% | -36.8% | -19.1% |
| 1Y | -11.1% | +24.7% | -35.8% | -15.6% |
| 3Y | +54.0% | +108.6% | -54.6% | +24.9% |
| All | +54.0% | +114.2% | -60.2% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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