+1,131.4%
MPC vs LHX
+227.8%
+903.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | +1.8% | -4.3% | +6.1% | +3.9% |
| 30D | +14.0% | -15.1% | +29.1% | +23.2% |
| 3M | +52.2% | -21.0% | +73.2% | +69.0% |
| 6M | +75.8% | -32.0% | +107.8% | +109.4% |
| YTD | +146.3% | -15.3% | +161.6% | +159.7% |
| 1Y | +120.8% | -11.1% | +131.9% | +125.2% |
| 3Y | +172.6% | +54.0% | +118.6% | +100.3% |
| 5Y | +678.2% | +17.1% | +661.1% | +544.6% |
| All | +1,131.4% | +227.8% | +903.6% | +545.3% |
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 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