+37.0%
MDT vs LHX
+227.8%
-190.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -3.4% | -4.3% | +0.8% | -2.1% |
| 30D | +0.2% | -15.1% | +15.4% | +5.5% |
| 3M | +14.3% | -21.0% | +35.2% | +22.6% |
| 6M | +4.0% | -32.0% | +36.0% | +17.1% |
| YTD | -3.7% | -15.3% | +11.7% | +0.4% |
| 1Y | -0.4% | -11.1% | +10.7% | +1.8% |
| 3Y | +23.3% | +54.0% | -30.7% | +2.6% |
| 5Y | -18.9% | +17.1% | -36.0% | -27.4% |
| All | +37.0% | +227.8% | -190.8% | -3.2% |
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