-0.8%
LHX vs MULL
+2,620.5%
-2,621.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.5% | -2.1% |
| 7D | -3.7% | +14.8% | -18.5% | -3.7% |
| 30D | -13.2% | +36.6% | -49.7% | -13.2% |
| 3M | -18.4% | -8.9% | -9.5% | -18.5% |
| 6M | -32.0% | +311.9% | -343.9% | -35.3% |
| YTD | -13.6% | +579.8% | -593.5% | -19.3% |
| 1Y | -6.0% | +2,421.5% | -2,427.5% | -14.8% |
| All | -0.8% | +2,620.5% | -2,621.3% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling