-9.3%
LHX vs MXL
+276.5%
-285.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -11.1% | +4.7% | -6.9% |
| 7D | -0.3% | -24.3% | +24.0% | -1.6% |
| 30D | +9.7% | -46.1% | +55.8% | +7.0% |
| 3M | -8.5% | -21.8% | +13.3% | -9.0% |
| 6M | -15.1% | -27.2% | +12.1% | -14.9% |
| YTD | -10.4% | +226.2% | -236.6% | -12.1% |
| 1Y | -9.3% | +297.0% | -306.3% | -12.6% |
| All | -9.3% | +276.5% | -285.8% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling