+199.5%
MCHP vs LHX
+227.8%
-28.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.1% |
| 7D | 0.0% | -4.3% | +4.3% | +1.6% |
| 30D | -6.0% | -15.1% | +9.1% | -0.3% |
| 3M | -19.7% | -21.0% | +1.3% | -13.4% |
| 6M | +14.0% | -32.0% | +46.0% | +30.6% |
| YTD | +18.4% | -15.3% | +33.8% | +23.0% |
| 1Y | +17.1% | -11.1% | +28.2% | +18.8% |
| 3Y | +0.7% | +54.0% | -53.3% | -20.8% |
| 5Y | +5.1% | +17.1% | -12.0% | -10.0% |
| All | +199.5% | +227.8% | -28.4% | +63.3% |
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