+54.0%
LHX vs MXL
+222.8%
-168.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.7% | -1.1% |
| 7D | -4.3% | +18.9% | -23.1% | -4.1% |
| 30D | -15.1% | +0.3% | -15.5% | -15.1% |
| 3M | -21.0% | -8.0% | -12.9% | -20.8% |
| 6M | -32.0% | +341.2% | -373.2% | -33.6% |
| YTD | -15.3% | +327.8% | -343.2% | -17.3% |
| 1Y | -11.1% | +364.9% | -376.0% | -13.5% |
| 3Y | +54.0% | +229.2% | -175.2% | +42.9% |
| All | +54.0% | +222.8% | -168.8% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling