+14,875.9%
MO vs LHX
+7,762.2%
+7,113.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +0.1% | -4.3% | +4.4% | +0.9% |
| 30D | +7.1% | -15.1% | +22.3% | +10.0% |
| 3M | -2.0% | -21.0% | +19.0% | +1.8% |
| 6M | +7.3% | -32.0% | +39.3% | +14.0% |
| YTD | +23.5% | -15.3% | +38.8% | +26.2% |
| 1Y | +11.0% | -11.1% | +22.1% | +12.4% |
| 3Y | +95.0% | +54.0% | +41.0% | +79.2% |
| 5Y | +100.6% | +17.1% | +83.5% | +91.3% |
| 10Y | +114.5% | +225.8% | -111.3% | +73.6% |
| All | +14,875.9% | +7,762.2% | +7,113.7% | +6,608.0% |
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