+193.4%
MCD vs LHX
+215.8%
-22.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.6% | +4.8% | -6.4% | -2.8% |
| 30D | +14.1% | +14.7% | -0.5% | +9.8% |
| 3M | +0.6% | -5.1% | +5.7% | +1.7% |
| 6M | 0.0% | -9.9% | +9.9% | +2.2% |
| YTD | -9.3% | -6.1% | -3.2% | -8.9% |
| 1Y | -9.3% | -4.0% | -5.3% | -9.5% |
| 3Y | +8.6% | +56.9% | -48.3% | -7.0% |
| 5Y | +21.9% | +36.6% | -14.7% | +6.1% |
| All | +193.4% | +215.8% | -22.4% | +115.2% |
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