-6.8%
LHX vs MTSI
+41.9%
-48.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | +0.3% |
| 7D | +6.5% | +7.2% | -0.7% | +6.5% |
| 30D | +16.1% | -18.4% | +34.5% | +15.5% |
| 3M | -2.8% | -16.7% | +13.9% | -3.2% |
| 6M | -7.7% | -31.7% | +24.0% | -7.8% |
| YTD | -4.6% | +45.9% | -50.5% | -15.3% |
| 1Y | -6.8% | +47.0% | -53.8% | -17.7% |
| All | -6.8% | +41.9% | -48.7% | -17.7% |
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