+1,017.5%
MDB vs LHX
+119.8%
+897.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.3% |
| 7D | -4.5% | -3.7% | -0.8% | -3.4% |
| 30D | -14.0% | -13.2% | -0.8% | -10.1% |
| 3M | +5.3% | -18.4% | +23.7% | +11.8% |
| 6M | +31.9% | -32.0% | +63.8% | +48.1% |
| YTD | -14.6% | -13.6% | -1.0% | -11.1% |
| 1Y | +8.2% | -6.0% | +14.2% | +9.5% |
| 3Y | -5.0% | +57.9% | -63.0% | -20.4% |
| 5Y | -24.5% | +19.2% | -43.8% | -32.3% |
| All | +1,017.5% | +119.8% | +897.7% | +657.9% |
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