+781.0%
MS vs LHX
+227.8%
+553.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | -1.5% | -4.3% | +2.7% | +0.3% |
| 30D | -1.5% | -15.1% | +13.6% | +5.4% |
| 3M | +1.4% | -21.0% | +22.3% | +11.1% |
| 6M | +34.7% | -32.0% | +66.7% | +57.4% |
| YTD | +22.7% | -15.3% | +38.1% | +29.1% |
| 1Y | +40.1% | -11.1% | +51.2% | +43.4% |
| 3Y | +181.4% | +54.0% | +127.4% | +119.4% |
| 5Y | +142.6% | +17.1% | +125.5% | +107.0% |
| All | +781.0% | +227.8% | +553.2% | +350.6% |
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