+61.3%
LHX vs MTSI
+241.4%
-180.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.3% |
| 7D | -2.5% | +4.9% | -7.4% | -2.6% |
| 30D | -10.4% | -11.6% | +1.2% | -10.1% |
| 3M | -14.9% | -24.1% | +9.1% | -14.2% |
| 6M | -29.6% | +32.4% | -62.1% | -31.9% |
| YTD | -11.8% | +60.4% | -72.2% | -15.8% |
| 1Y | -5.1% | +111.0% | -116.1% | -10.8% |
| 3Y | +61.3% | +246.1% | -184.8% | +42.7% |
| All | +61.3% | +241.4% | -180.1% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling