+537.0%
MS vs LHX
+215.2%
+321.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.1% |
| 7D | +3.7% | +5.3% | -1.6% | +1.5% |
| 30D | +2.0% | +15.8% | -13.8% | -4.5% |
| 3M | -12.6% | -6.1% | -6.5% | -10.8% |
| 6M | -0.3% | -11.4% | +11.1% | +3.5% |
| YTD | +9.0% | -6.3% | +15.2% | +9.3% |
| 1Y | +13.9% | -8.0% | +21.8% | +15.0% |
| 3Y | +173.6% | +58.1% | +115.5% | +112.4% |
| 5Y | +122.0% | +36.3% | +85.6% | +76.8% |
| All | +537.0% | +215.2% | +321.8% | +276.5% |
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