+443.0%
MP vs LHX
+55.6%
+387.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.0% |
| 7D | -0.7% | -3.7% | +3.0% | +1.0% |
| 30D | -0.7% | -13.2% | +12.5% | +5.8% |
| 3M | 0.0% | -18.4% | +18.4% | +8.8% |
| 6M | -10.0% | -32.0% | +22.0% | +7.2% |
| YTD | +7.5% | -13.6% | +21.1% | +14.7% |
| 1Y | -14.0% | -6.0% | -8.1% | -11.7% |
| 3Y | +153.5% | +57.9% | +95.6% | +100.1% |
| 5Y | +62.7% | +19.2% | +43.5% | +42.4% |
| All | +443.0% | +55.6% | +387.4% | +296.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling