+232.3%
LHX vs MTSI
+571.2%
-338.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -2.4% |
| 7D | -3.7% | +11.1% | -14.8% | -4.6% |
| 30D | -13.2% | -3.7% | -9.5% | -13.0% |
| 3M | -18.4% | -20.2% | +1.9% | -17.3% |
| 6M | -32.0% | +30.8% | -62.8% | -34.6% |
| YTD | -13.6% | +67.0% | -80.7% | -19.1% |
| 1Y | -6.0% | +120.4% | -126.4% | -14.4% |
| 3Y | +57.9% | +260.4% | -202.4% | +34.3% |
| 5Y | +19.2% | +356.3% | -337.0% | -2.5% |
| 10Y | +232.3% | +581.1% | -348.8% | +131.3% |
| All | +232.3% | +571.2% | -338.9% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling