+79.7%
MNST vs LHX
+17.8%
+61.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -2.2% | -4.8% | +2.6% | -1.7% |
| 30D | -5.4% | -12.7% | +7.4% | -3.9% |
| 3M | -5.5% | -17.6% | +12.1% | -3.6% |
| 6M | +12.4% | -30.7% | +43.1% | +17.1% |
| YTD | +12.4% | -14.3% | +26.8% | +13.6% |
| 1Y | +37.2% | -8.4% | +45.6% | +37.2% |
| 3Y | +52.9% | +56.7% | -3.8% | +40.7% |
| 5Y | +79.7% | +18.5% | +61.2% | +63.1% |
| All | +79.7% | +17.8% | +61.9% | +63.1% |
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