+674.0%
MRNA vs LHX
+104.7%
+569.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +5.5% |
| 7D | -1.1% | -4.3% | +3.2% | -0.7% |
| 30D | +126.1% | -15.1% | +141.3% | +129.4% |
| 3M | +190.0% | -21.0% | +211.0% | +196.1% |
| 6M | +157.2% | -32.0% | +189.2% | +166.7% |
| YTD | +388.2% | -15.3% | +403.5% | +397.8% |
| 1Y | +467.0% | -11.1% | +478.1% | +476.5% |
| 3Y | +36.1% | +54.0% | -17.9% | +35.0% |
| 5Y | -68.0% | +17.1% | -85.1% | -68.3% |
| All | +674.0% | +104.7% | +569.3% | +465.5% |
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