+2.4%
MELI vs LHX
+16.3%
-13.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.2% |
| 7D | -4.1% | -4.3% | +0.2% | -3.1% |
| 30D | +3.8% | -15.1% | +18.9% | +7.8% |
| 3M | +17.8% | -21.0% | +38.8% | +24.1% |
| 6M | +7.4% | -32.0% | +39.4% | +17.6% |
| YTD | -5.8% | -15.3% | +9.5% | -2.4% |
| 1Y | -18.9% | -11.1% | -7.8% | -17.0% |
| 3Y | +33.3% | +54.0% | -20.7% | +18.1% |
| All | +2.4% | +16.3% | -13.8% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling