+18.7%
LHX vs MTCH
-73.3%
+92.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | -4.3% | +1.3% | -5.5% | -4.3% |
| 30D | -15.1% | +15.9% | -31.0% | -15.9% |
| 3M | -21.0% | +23.3% | -44.2% | -22.1% |
| 6M | -32.0% | +40.1% | -72.1% | -33.6% |
| YTD | -15.3% | +33.6% | -48.9% | -17.1% |
| 1Y | -11.1% | +14.1% | -25.1% | -12.0% |
| 3Y | +54.0% | +1.4% | +52.6% | +51.6% |
| All | +18.7% | -73.3% | +92.0% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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