+1,171.8%
MPC vs LHX
+215.8%
+956.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +11.2% | +4.8% | +6.4% | +8.7% |
| 30D | -14.5% | +14.7% | -29.2% | -20.1% |
| 3M | +16.7% | -5.1% | +21.8% | +19.2% |
| 6M | +67.6% | -9.9% | +77.5% | +73.6% |
| YTD | +157.9% | -6.1% | +164.0% | +158.2% |
| 1Y | +116.7% | -4.0% | +120.6% | +113.8% |
| 3Y | +199.8% | +56.9% | +142.8% | +120.6% |
| 5Y | +604.4% | +36.6% | +567.8% | +438.9% |
| All | +1,171.8% | +215.8% | +956.0% | +613.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling