+8.6%
MCD vs LHX
+57.4%
-48.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.6% | +4.8% | -6.4% | -2.4% |
| 30D | +14.1% | +14.7% | -0.5% | +11.1% |
| 3M | +0.6% | -5.1% | +5.7% | +1.2% |
| 6M | 0.0% | -9.9% | +9.9% | +1.2% |
| YTD | -9.3% | -6.1% | -3.2% | -9.2% |
| 1Y | -9.3% | -4.0% | -5.3% | -9.6% |
| 3Y | +8.6% | +56.9% | -48.3% | -5.4% |
| All | +8.6% | +57.4% | -48.7% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling