+7,455.1%
LHX vs MTZ
+2,996.0%
+4,459.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.4% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -12.7% | -14.8% | +2.1% | -11.3% |
| 3M | -17.6% | -30.8% | +13.2% | -15.2% |
| 6M | -30.7% | -22.6% | -8.1% | -29.7% |
| YTD | -14.3% | +6.8% | -21.2% | -16.2% |
| 1Y | -8.4% | +22.1% | -30.5% | -11.8% |
| 3Y | +56.7% | +153.1% | -96.4% | +36.2% |
| 5Y | +18.5% | +161.4% | -143.0% | +1.0% |
| 10Y | +229.6% | +723.1% | -493.6% | +138.8% |
| All | +7,455.1% | +2,996.0% | +4,459.1% | +4,097.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling