+7,679.3%
LHX vs MTB
+8,245.1%
-565.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -2.5% | +2.8% | -5.3% | -3.3% |
| 30D | -10.4% | -4.2% | -6.2% | -9.2% |
| 3M | -14.9% | +7.8% | -22.7% | -17.0% |
| 6M | -29.6% | +14.8% | -44.4% | -32.7% |
| YTD | -11.8% | +20.8% | -32.6% | -17.2% |
| 1Y | -5.1% | +23.1% | -28.2% | -11.5% |
| 3Y | +61.3% | +114.8% | -53.5% | +23.1% |
| 5Y | +22.4% | +103.3% | -80.9% | -8.6% |
| 10Y | +232.2% | +173.0% | +59.3% | +109.6% |
| All | +7,679.3% | +8,245.1% | -565.7% | +1,365.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling