+45.3%
MO vs LHX
-8.3%
+53.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.8% | +2.4% |
| 7D | +6.9% | -0.3% | +7.2% | +6.8% |
| 30D | +14.9% | +9.7% | +5.3% | +13.3% |
| 3M | +16.4% | -8.5% | +25.0% | +17.3% |
| 6M | +9.6% | -15.1% | +24.7% | +11.0% |
| YTD | +41.8% | -10.4% | +52.3% | +41.0% |
| 1Y | +45.3% | -9.3% | +54.6% | +44.4% |
| All | +45.3% | -8.3% | +53.6% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling