+23.3%
LHX vs MTSI
+320.9%
-297.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -1.9% |
| 7D | -2.0% | +1.4% | -3.3% | -2.0% |
| 30D | -9.9% | +2.1% | -12.0% | -10.2% |
| 3M | -16.5% | -29.7% | +13.2% | -15.0% |
| 6M | -29.6% | +12.5% | -42.1% | -31.4% |
| YTD | -11.6% | +57.0% | -68.6% | -16.4% |
| 1Y | -4.1% | +103.9% | -108.0% | -11.4% |
| 3Y | +53.3% | +223.6% | -170.3% | +32.2% |
| All | +23.3% | +320.9% | -297.6% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling