+1,925.8%
MRVL vs LHX
+227.8%
+1,698.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.2% | +4.3% |
| 7D | +5.6% | -4.3% | +9.9% | +6.8% |
| 30D | +8.8% | -15.1% | +23.9% | +13.5% |
| 3M | -15.9% | -21.0% | +5.1% | -11.2% |
| 6M | +161.3% | -32.0% | +193.2% | +189.0% |
| YTD | +178.2% | -15.3% | +193.6% | +186.4% |
| 1Y | +255.3% | -11.1% | +266.4% | +258.9% |
| 3Y | +323.1% | +54.0% | +269.1% | +247.3% |
| 5Y | +293.2% | +17.1% | +276.1% | +248.7% |
| All | +1,925.8% | +227.8% | +1,698.0% | +1,075.5% |
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 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