+2,741.0%
MMM vs LHX
+7,918.1%
-5,177.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.4% |
| 7D | -2.6% | -3.7% | +1.1% | -1.7% |
| 30D | -9.3% | -13.2% | +3.9% | -6.3% |
| 3M | +5.6% | -18.4% | +23.9% | +10.2% |
| 6M | +9.5% | -32.0% | +41.4% | +19.1% |
| YTD | +4.1% | -13.6% | +17.8% | +6.9% |
| 1Y | +9.4% | -6.0% | +15.3% | +9.9% |
| 3Y | +101.0% | +57.9% | +43.0% | +76.9% |
| 5Y | +26.1% | +19.2% | +6.9% | +17.1% |
| 10Y | +54.7% | +232.3% | -177.5% | +13.0% |
| All | +2,741.0% | +7,918.1% | -5,177.1% | +1,071.0% |
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