+1,788.2%
MPWR vs LHX
+215.8%
+1,572.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | +16.8% | +4.8% | +12.0% | +15.1% |
| 30D | +11.9% | +14.7% | -2.8% | +6.6% |
| 3M | +2.2% | -5.1% | +7.3% | +3.8% |
| 6M | -15.5% | -9.9% | -5.6% | -13.5% |
| YTD | +54.2% | -6.1% | +60.3% | +54.4% |
| 1Y | +51.5% | -4.0% | +55.4% | +50.3% |
| 3Y | +180.2% | +56.9% | +123.3% | +123.8% |
| 5Y | +156.8% | +36.6% | +120.2% | +110.0% |
| All | +1,788.2% | +215.8% | +1,572.4% | +844.4% |
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