-5.1%
LHX vs MTSI
+110.2%
-115.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.3% |
| 7D | -2.5% | +4.9% | -7.4% | -2.5% |
| 30D | -10.4% | -11.6% | +1.2% | -10.4% |
| 3M | -14.9% | -24.1% | +9.1% | -14.6% |
| 6M | -29.6% | +32.4% | -62.1% | -33.3% |
| YTD | -11.8% | +60.4% | -72.2% | -17.8% |
| 1Y | -5.1% | +111.0% | -116.1% | -12.4% |
| All | -5.1% | +110.2% | -115.3% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling