-8.1%
MDB vs LHX
+54.0%
-62.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.9% |
| 7D | -1.8% | -4.3% | +2.5% | -0.8% |
| 30D | -17.3% | -15.1% | -2.1% | -14.2% |
| 3M | +2.2% | -21.0% | +23.2% | +7.3% |
| 6M | +33.9% | -32.0% | +65.9% | +45.3% |
| YTD | -13.7% | -15.3% | +1.6% | -9.7% |
| 1Y | +9.1% | -11.1% | +20.1% | +12.9% |
| 3Y | -8.1% | +54.0% | -62.1% | -13.8% |
| All | -8.1% | +54.0% | -62.1% | -13.8% |
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