+1,677.2%
MPWR vs LHX
+227.8%
+1,449.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +4.5% |
| 7D | +0.9% | -4.3% | +5.1% | +2.4% |
| 30D | -13.4% | -15.1% | +1.8% | -8.3% |
| 3M | -22.2% | -21.0% | -1.3% | -16.3% |
| 6M | +15.7% | -32.0% | +47.7% | +31.7% |
| YTD | +36.7% | -15.3% | +52.0% | +42.3% |
| 1Y | +47.9% | -11.1% | +59.0% | +50.9% |
| 3Y | +159.7% | +54.0% | +105.7% | +107.8% |
| 5Y | +159.1% | +17.1% | +142.0% | +125.1% |
| All | +1,677.2% | +227.8% | +1,449.3% | +866.6% |
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