+158.5%
MP vs LHX
+60.8%
+97.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +3.0% | -2.5% | +5.5% | +4.1% |
| 30D | +8.3% | -10.4% | +18.7% | +13.2% |
| 3M | -3.8% | -14.9% | +11.1% | +2.0% |
| 6M | -4.9% | -29.6% | +24.7% | +11.4% |
| YTD | +9.6% | -11.8% | +21.4% | +16.8% |
| 1Y | -11.7% | -5.1% | -6.6% | -8.3% |
| 3Y | +158.5% | +61.3% | +97.2% | +116.3% |
| All | +158.5% | +60.8% | +97.7% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling