+5,982.8%
MCD vs LHX
+8,088.8%
-2,106.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.0% | -2.5% | +0.5% | -1.6% |
| 30D | -6.1% | -10.4% | +4.2% | -4.2% |
| 3M | -7.3% | -14.9% | +7.7% | -4.6% |
| 6M | -20.9% | -29.6% | +8.7% | -15.8% |
| YTD | -14.7% | -11.8% | -2.9% | -13.1% |
| 1Y | -16.1% | -5.1% | -11.0% | -15.9% |
| 3Y | -1.5% | +61.3% | -62.8% | -11.2% |
| 5Y | +20.4% | +22.4% | -1.9% | +13.0% |
| 10Y | +180.0% | +232.2% | -52.2% | +117.5% |
| All | +5,982.8% | +8,088.8% | -2,106.0% | +2,361.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling