-32.6%
MP vs LHX
-8.0%
-24.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +9.5% | +4.8% | +4.7% | +7.3% |
| 30D | -3.0% | +14.7% | -17.7% | -8.3% |
| 3M | -30.4% | -5.1% | -25.2% | -28.6% |
| 6M | -39.2% | -9.9% | -29.3% | -36.7% |
| YTD | -23.3% | -6.1% | -17.2% | -20.3% |
| 1Y | -32.6% | -4.0% | -28.6% | -31.2% |
| All | -32.6% | -8.0% | -24.6% | -31.2% |
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