+144.0%
MP vs LHX
+61.1%
+82.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -4.1% |
| 7D | -3.6% | -0.6% | -3.0% | -3.4% |
| 30D | -21.0% | +16.5% | -37.4% | -26.0% |
| 3M | -33.3% | -4.3% | -29.0% | -32.1% |
| 6M | -45.9% | -7.1% | -38.8% | -44.9% |
| YTD | -27.8% | -4.8% | -23.0% | -25.3% |
| 1Y | -43.2% | -5.5% | -37.6% | -41.0% |
| 3Y | +144.0% | +60.5% | +83.6% | +79.1% |
| All | +144.0% | +61.1% | +82.9% | +79.1% |
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