+749.2%
LHX vs MTSI
+1,085.8%
-336.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.8% |
| 7D | -0.6% | -3.8% | +3.2% | -0.5% |
| 30D | +16.5% | -31.4% | +47.8% | +19.9% |
| 3M | -4.3% | -23.8% | +19.5% | -2.9% |
| 6M | -7.1% | -37.1% | +30.0% | -4.7% |
| YTD | -4.8% | +32.2% | -37.1% | -10.5% |
| 1Y | -5.5% | +26.9% | -32.5% | -10.8% |
| 3Y | +60.5% | +193.7% | -133.3% | +34.8% |
| 5Y | +36.4% | +218.0% | -181.6% | +11.7% |
| 10Y | +223.6% | +477.8% | -254.2% | +122.9% |
| All | +749.2% | +1,085.8% | -336.6% | +424.1% |
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 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