+176.9%
MCD vs LHX
+227.8%
-50.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -1.2% | -4.3% | +3.0% | -0.1% |
| 30D | -7.8% | -15.1% | +7.4% | -3.7% |
| 3M | -10.7% | -21.0% | +10.3% | -5.3% |
| 6M | -21.3% | -32.0% | +10.7% | -13.3% |
| YTD | -15.8% | -15.3% | -0.4% | -12.8% |
| 1Y | -16.0% | -11.1% | -5.0% | -14.5% |
| 3Y | -3.0% | +54.0% | -57.0% | -16.6% |
| 5Y | +18.6% | +17.1% | +1.5% | +8.1% |
| All | +176.9% | +227.8% | -50.9% | +105.2% |
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