+457.4%
MDLZ vs LHX
+2,838.8%
-2,381.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | 0.0% | -2.5% | +2.5% | +0.6% |
| 30D | -1.6% | -10.4% | +8.8% | +0.7% |
| 3M | +0.9% | -14.9% | +15.8% | +4.2% |
| 6M | +7.3% | -29.6% | +37.0% | +15.3% |
| YTD | +16.4% | -11.8% | +28.3% | +18.9% |
| 1Y | +3.0% | -5.1% | +8.0% | +3.2% |
| 3Y | -3.7% | +61.3% | -65.0% | -14.7% |
| 5Y | +15.6% | +22.4% | -6.8% | +7.4% |
| 10Y | +79.0% | +232.2% | -153.3% | +34.4% |
| All | +457.4% | +2,838.8% | -2,381.4% | +230.9% |
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