-15.2%
MCD vs LHX
-6.7%
-8.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -2.5% | -4.8% | +2.3% | -1.9% |
| 30D | -7.0% | -12.7% | +5.7% | -5.3% |
| 3M | -9.8% | -17.6% | +7.8% | -7.6% |
| 6M | -21.8% | -30.7% | +9.0% | -19.0% |
| YTD | -15.6% | -14.3% | -1.2% | -13.0% |
| 1Y | -15.2% | -8.4% | -6.8% | -12.9% |
| All | -15.2% | -6.7% | -8.5% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling