+88.5%
MA vs LHX
+36.1%
+52.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +1.3% | +4.8% | -3.5% | +0.5% |
| 30D | +9.6% | +14.7% | -5.1% | +6.9% |
| 3M | +16.8% | -5.1% | +21.9% | +17.6% |
| 6M | +35.2% | -9.9% | +45.1% | +37.1% |
| YTD | +16.6% | -6.1% | +22.6% | +16.4% |
| 1Y | +19.8% | -4.0% | +23.8% | +19.0% |
| 3Y | +70.7% | +56.9% | +13.8% | +52.0% |
| All | +88.5% | +36.1% | +52.4% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling