+676.4%
LHX vs MTUM
+604.3%
+72.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.7% |
| 7D | -4.3% | +0.7% | -5.0% | -4.6% |
| 30D | -15.1% | -2.4% | -12.7% | -14.3% |
| 3M | -21.0% | -3.6% | -17.3% | -20.8% |
| 6M | -32.0% | +23.7% | -55.7% | -40.7% |
| YTD | -15.3% | +22.9% | -38.2% | -26.0% |
| 1Y | -11.1% | +21.8% | -32.8% | -21.9% |
| 3Y | +54.0% | +114.4% | -60.4% | -4.5% |
| 5Y | +17.1% | +79.6% | -62.4% | -20.8% |
| 10Y | +225.8% | +356.2% | -130.5% | +3.1% |
| All | +676.4% | +604.3% | +72.1% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling