+7,764.3%
MDT vs LHX
+7,852.8%
-88.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.6% | -4.8% | +3.2% | -0.5% |
| 30D | +1.0% | -12.7% | +13.8% | +4.2% |
| 3M | +15.2% | -17.6% | +32.8% | +20.0% |
| 6M | +3.7% | -30.7% | +34.4% | +12.3% |
| YTD | -3.0% | -14.3% | +11.4% | -0.2% |
| 1Y | +2.5% | -8.4% | +10.9% | +3.6% |
| 3Y | +26.5% | +56.7% | -30.2% | +12.2% |
| 5Y | -18.3% | +18.5% | -36.8% | -23.6% |
| 10Y | +40.2% | +229.6% | -189.4% | +4.0% |
| All | +7,764.3% | +7,852.8% | -88.5% | +2,836.7% |
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