+445.3%
MP vs LHX
+59.4%
+385.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.2% |
| 7D | -2.9% | -2.0% | -0.9% | -2.0% |
| 30D | +13.8% | -9.9% | +23.8% | +19.2% |
| 3M | -16.7% | -16.5% | -0.2% | -10.3% |
| 6M | -11.5% | -29.6% | +18.1% | +3.8% |
| YTD | +7.9% | -11.6% | +19.5% | +13.9% |
| 1Y | -15.0% | -4.1% | -11.0% | -13.5% |
| 3Y | +153.5% | +53.3% | +100.3% | +103.2% |
| 5Y | +58.7% | +22.3% | +36.4% | +37.3% |
| All | +445.3% | +59.4% | +385.9% | +293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling