-11.1%
LHX vs MTUM
+21.2%
-32.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -4.3% | +0.7% | -5.0% | -4.3% |
| 30D | -15.1% | -2.4% | -12.7% | -15.1% |
| 3M | -21.0% | -3.6% | -17.3% | -21.1% |
| 6M | -32.0% | +23.7% | -55.7% | -39.1% |
| YTD | -15.3% | +22.9% | -38.2% | -23.9% |
| 1Y | -11.1% | +21.8% | -32.8% | -19.9% |
| All | -11.1% | +21.2% | -32.3% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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