-23.5%
MDB vs LHX
+17.8%
-41.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.5% |
| 7D | -2.8% | -4.8% | +2.0% | -1.6% |
| 30D | -14.9% | -12.7% | -2.1% | -12.0% |
| 3M | +7.3% | -17.6% | +25.0% | +12.1% |
| 6M | +38.2% | -30.7% | +68.9% | +50.2% |
| YTD | -10.9% | -14.3% | +3.4% | -7.6% |
| 1Y | +11.6% | -8.4% | +20.0% | +13.9% |
| 3Y | -0.9% | +56.7% | -57.6% | -12.0% |
| 5Y | -23.5% | +18.5% | -42.0% | -32.1% |
| All | -23.5% | +17.8% | -41.3% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling