+222.0%
LHX vs MTZ
+773.6%
-551.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -1.6% |
| 7D | -4.3% | +1.4% | -5.6% | -4.4% |
| 30D | -15.1% | -14.5% | -0.7% | -13.6% |
| 3M | -21.0% | -32.9% | +12.0% | -17.8% |
| 6M | -32.0% | -20.8% | -11.1% | -31.3% |
| YTD | -15.3% | +10.6% | -25.9% | -18.5% |
| 1Y | -11.1% | +27.1% | -38.1% | -16.2% |
| 3Y | +54.0% | +166.1% | -112.1% | +26.3% |
| 5Y | +17.1% | +170.7% | -153.6% | -6.9% |
| All | +222.0% | +773.6% | -551.5% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling