+13,824.2%
MA vs LHX
+872.3%
+12,951.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | -2.7% | -2.0% | -0.7% | -1.9% |
| 30D | +1.5% | -9.9% | +11.5% | +6.2% |
| 3M | +20.4% | -16.5% | +36.9% | +29.2% |
| 6M | +11.1% | -29.6% | +40.7% | +28.2% |
| YTD | +2.0% | -11.6% | +13.5% | +5.4% |
| 1Y | -2.2% | -4.1% | +1.9% | -3.0% |
| 3Y | +41.9% | +53.3% | -11.4% | +10.9% |
| 5Y | +75.4% | +22.3% | +53.1% | +47.4% |
| 10Y | +527.5% | +231.9% | +295.7% | +213.7% |
| All | +13,824.2% | +872.3% | +12,951.9% | +3,962.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling