+427.0%
MCK vs LHX
+227.8%
+199.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -2.9% | -4.3% | +1.3% | -1.5% |
| 30D | +0.4% | -15.1% | +15.6% | +6.0% |
| 3M | +12.1% | -21.0% | +33.1% | +20.8% |
| 6M | -5.4% | -32.0% | +26.6% | +7.0% |
| YTD | +7.8% | -15.3% | +23.1% | +12.9% |
| 1Y | +22.9% | -11.1% | +34.0% | +26.2% |
| 3Y | +110.7% | +54.0% | +56.7% | +76.1% |
| 5Y | +346.2% | +17.1% | +329.1% | +302.9% |
| All | +427.0% | +227.8% | +199.2% | +204.7% |
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