+267.3%
MP vs LHX
+71.9%
+195.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.3% | +6.5% | -4.2% | -0.5% |
| 30D | -15.3% | +16.1% | -31.4% | -21.0% |
| 3M | -33.5% | -2.8% | -30.7% | -32.8% |
| 6M | -45.5% | -7.7% | -37.8% | -44.3% |
| YTD | -27.3% | -4.6% | -22.7% | -26.0% |
| 1Y | -40.7% | -6.8% | -33.9% | -39.0% |
| 3Y | +145.9% | +60.8% | +85.0% | +93.0% |
| 5Y | -13.9% | +39.5% | -53.4% | -30.6% |
| All | +267.3% | +71.9% | +195.4% | +155.7% |
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