+6,923.6%
MCK vs LHX
+5,032.6%
+1,891.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -2.9% | -4.3% | +1.3% | -2.0% |
| 30D | +0.4% | -15.1% | +15.6% | +4.2% |
| 3M | +12.1% | -21.0% | +33.1% | +18.0% |
| 6M | -5.4% | -32.0% | +26.6% | +2.9% |
| YTD | +7.8% | -15.3% | +23.1% | +11.4% |
| 1Y | +22.9% | -11.1% | +34.0% | +25.4% |
| 3Y | +110.7% | +54.0% | +56.7% | +88.2% |
| 5Y | +346.2% | +17.1% | +329.1% | +319.2% |
| 10Y | +440.1% | +225.8% | +214.3% | +304.4% |
| All | +6,923.6% | +5,032.6% | +1,891.0% | +3,058.2% |
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