-4.5%
MDLZ vs LHX
+55.8%
-60.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +1.7% | -4.8% | +6.5% | +2.5% |
| 30D | +1.1% | -12.7% | +13.9% | +3.5% |
| 3M | -1.8% | -17.6% | +15.8% | +1.3% |
| 6M | +12.3% | -30.7% | +43.0% | +19.6% |
| YTD | +18.0% | -14.3% | +32.4% | +20.6% |
| 1Y | +3.8% | -8.4% | +12.2% | +4.4% |
| All | -4.5% | +55.8% | -60.3% | -14.9% |
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 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