+50.9%
MNST vs LHX
+57.1%
-6.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | -3.6% | -3.7% | +0.2% | -3.2% |
| 30D | -6.3% | -13.2% | +6.9% | -5.0% |
| 3M | -5.0% | -18.4% | +13.4% | -3.2% |
| 6M | +13.1% | -32.0% | +45.1% | +17.6% |
| YTD | +11.8% | -13.6% | +25.4% | +12.4% |
| 1Y | +35.2% | -6.0% | +41.2% | +34.0% |
| All | +50.9% | +57.1% | -6.2% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling