+19.1%
MCD vs LHX
+18.8%
+0.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -2.9% | -3.7% | +0.8% | -2.3% |
| 30D | -6.7% | -13.2% | +6.4% | -4.7% |
| 3M | -9.6% | -18.4% | +8.8% | -6.9% |
| 6M | -22.3% | -32.0% | +9.6% | -18.1% |
| YTD | -15.4% | -13.6% | -1.8% | -13.9% |
| 1Y | -16.8% | -6.0% | -10.8% | -16.5% |
| 3Y | -2.4% | +57.9% | -60.4% | -9.9% |
| All | +19.1% | +18.8% | +0.3% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling