+4.1%
MDLZ vs LHX
-9.5%
+13.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +1.9% | -4.3% | +6.1% | +2.5% |
| 30D | +0.4% | -15.1% | +15.6% | +2.8% |
| 3M | -0.6% | -21.0% | +20.3% | +2.6% |
| 6M | +14.7% | -32.0% | +46.7% | +21.1% |
| YTD | +18.0% | -15.3% | +33.3% | +20.9% |
| 1Y | +4.1% | -11.1% | +15.2% | +6.9% |
| All | +4.1% | -9.5% | +13.6% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling