+173.9%
MPC vs LHX
+60.4%
+113.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | +3.9% | -2.5% | +6.4% | +4.4% |
| 30D | +33.8% | -10.4% | +44.1% | +36.9% |
| 3M | +49.9% | -14.9% | +64.8% | +54.6% |
| 6M | +80.9% | -29.6% | +110.6% | +97.2% |
| YTD | +147.4% | -11.8% | +159.2% | +149.0% |
| 1Y | +123.2% | -5.1% | +128.3% | +117.7% |
| All | +173.9% | +60.4% | +113.5% | +117.8% |
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