+661.3%
LHX vs MXL
+286.3%
+375.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.6% |
| 7D | -4.8% | +16.6% | -21.4% | -5.9% |
| 30D | -12.7% | +0.5% | -13.2% | -13.0% |
| 3M | -17.6% | -3.6% | -14.0% | -19.1% |
| 6M | -30.7% | +328.0% | -358.8% | -42.9% |
| YTD | -14.3% | +297.8% | -312.2% | -29.1% |
| 1Y | -8.4% | +339.4% | -347.8% | -25.4% |
| 3Y | +56.7% | +201.7% | -145.1% | +24.5% |
| 5Y | +18.5% | +32.8% | -14.3% | -0.5% |
| 10Y | +229.6% | +274.8% | -45.3% | +115.1% |
| All | +661.3% | +286.3% | +375.0% | +344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling