+0.7%
MCHP vs LHX
+54.0%
-53.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.8% |
| 7D | 0.0% | -4.3% | +4.3% | +0.7% |
| 30D | -6.0% | -15.1% | +9.1% | -3.6% |
| 3M | -19.7% | -21.0% | +1.3% | -16.6% |
| 6M | +14.0% | -32.0% | +46.0% | +23.7% |
| YTD | +18.4% | -15.3% | +33.8% | +19.2% |
| 1Y | +17.1% | -11.1% | +28.2% | +15.6% |
| 3Y | +0.7% | +54.0% | -53.3% | -13.0% |
| All | +0.7% | +54.0% | -53.3% | -13.0% |
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