-2.7%
LHX vs MULL
+2,337.2%
-2,339.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.1% |
| 7D | -4.3% | -8.4% | +4.2% | -4.3% |
| 30D | -15.1% | +9.7% | -24.8% | -15.1% |
| 3M | -21.0% | -26.8% | +5.8% | -20.9% |
| 6M | -32.0% | +220.7% | -252.7% | -35.1% |
| YTD | -15.3% | +509.0% | -524.4% | -20.9% |
| 1Y | -11.1% | +1,739.5% | -1,750.6% | -19.0% |
| All | -2.7% | +2,337.2% | -2,339.9% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 5y: compounded portfolio wealth divided by compounded MULL 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…
5y analysis · Full analysis span regression · 6 months rolling