+503.0%
MA vs LHX
+227.8%
+275.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | -1.7% | -4.3% | +2.5% | -0.2% |
| 30D | +1.7% | -15.1% | +16.8% | +7.9% |
| 3M | +17.2% | -21.0% | +38.2% | +27.0% |
| 6M | +13.3% | -32.0% | +45.3% | +29.7% |
| YTD | +0.2% | -15.3% | +15.5% | +4.5% |
| 1Y | -2.7% | -11.1% | +8.3% | -0.9% |
| 3Y | +39.1% | +54.0% | -15.0% | +10.4% |
| 5Y | +68.8% | +17.1% | +51.6% | +45.9% |
| All | +503.0% | +227.8% | +275.2% | +267.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 10y: compounded portfolio wealth divided by compounded LHX 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…
10y analysis · Full analysis span regression · 6 months rolling