+155.6%
MPWR vs LHX
+19.9%
+135.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -1.3% | -3.7% | +2.4% | -0.6% |
| 30D | -12.8% | -13.2% | +0.3% | -10.8% |
| 3M | -21.3% | -18.4% | -3.0% | -18.9% |
| 6M | +13.7% | -32.0% | +45.7% | +22.3% |
| YTD | +33.3% | -13.6% | +46.9% | +35.6% |
| 1Y | +41.3% | -6.0% | +47.3% | +41.3% |
| 3Y | +145.8% | +57.9% | +87.8% | +119.4% |
| 5Y | +155.6% | +19.2% | +136.4% | +131.8% |
| All | +155.6% | +19.9% | +135.8% | +131.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling