+27.5%
MCK vs LHX
-9.1%
+36.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.4% |
| 7D | +9.3% | -7.3% | +16.6% | +10.7% |
| 30D | +16.3% | +8.5% | +7.8% | +13.2% |
| 3M | +22.3% | -9.4% | +31.7% | +24.3% |
| 6M | +34.1% | -14.0% | +48.1% | +38.0% |
| YTD | +31.1% | -11.0% | +42.1% | +37.7% |
| 1Y | +27.5% | -8.6% | +36.1% | +33.0% |
| All | +27.5% | -9.1% | +36.6% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling