+3,101.0%
MPC vs LHX
+691.8%
+2,409.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.2% |
| 7D | +5.4% | -2.0% | +7.4% | +6.5% |
| 30D | +31.0% | -9.9% | +40.9% | +38.3% |
| 3M | +46.0% | -16.5% | +62.5% | +58.8% |
| 6M | +77.3% | -29.6% | +106.9% | +110.7% |
| YTD | +141.9% | -11.6% | +153.5% | +151.0% |
| 1Y | +120.9% | -4.1% | +125.0% | +116.9% |
| 3Y | +182.7% | +53.3% | +129.4% | +105.4% |
| 5Y | +646.4% | +22.3% | +624.2% | +498.5% |
| 10Y | +1,138.7% | +231.9% | +906.9% | +419.3% |
| All | +3,101.0% | +691.8% | +2,409.2% | +586.9% |
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