-40.7%
MP vs LHX
-5.3%
-35.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.3% | +6.5% | -4.2% | -0.4% |
| 30D | -15.3% | +16.1% | -31.4% | -20.5% |
| 3M | -33.5% | -2.8% | -30.7% | -32.5% |
| 6M | -45.5% | -7.7% | -37.8% | -44.1% |
| YTD | -27.3% | -4.6% | -22.7% | -25.4% |
| 1Y | -40.7% | -6.8% | -33.9% | -38.4% |
| All | -40.7% | -5.3% | -35.4% | -38.4% |
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