+699.8%
LHX vs MTSI
+1,004.6%
-304.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.8% | -10.1% | -0.3% |
| 7D | -6.4% | -10.0% | +3.6% | -5.7% |
| 30D | +11.2% | -37.2% | +48.4% | +15.5% |
| 3M | -9.8% | -30.1% | +20.2% | -7.7% |
| 6M | -13.2% | -31.9% | +18.7% | -11.9% |
| YTD | -10.4% | +23.2% | -33.6% | -15.1% |
| 1Y | -7.3% | +26.4% | -33.7% | -12.5% |
| 3Y | +51.5% | +186.2% | -134.7% | +27.4% |
| 5Y | +28.2% | +187.0% | -158.8% | +6.0% |
| 10Y | +232.4% | +460.4% | -227.9% | +129.1% |
| All | +699.8% | +1,004.6% | -304.9% | +396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling