+81.7%
MDLZ vs LHX
+227.8%
-146.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +1.9% | -4.3% | +6.1% | +3.1% |
| 30D | +0.4% | -15.1% | +15.6% | +5.1% |
| 3M | -0.6% | -21.0% | +20.3% | +5.8% |
| 6M | +14.7% | -32.0% | +46.7% | +27.2% |
| YTD | +18.0% | -15.3% | +33.3% | +22.4% |
| 1Y | +4.1% | -11.1% | +15.2% | +6.1% |
| 3Y | -4.6% | +54.0% | -58.6% | -18.9% |
| 5Y | +18.4% | +17.1% | +1.2% | +7.3% |
| All | +81.7% | +227.8% | -146.1% | +25.1% |
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 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