+179.1%
MS vs LHX
+60.8%
+118.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.5% | -2.5% | +5.0% | +3.1% |
| 30D | 0.0% | -10.4% | +10.3% | +2.7% |
| 3M | +2.4% | -14.9% | +17.4% | +6.3% |
| 6M | +36.4% | -29.6% | +66.0% | +49.6% |
| YTD | +23.8% | -11.8% | +35.6% | +25.6% |
| 1Y | +48.6% | -5.1% | +53.7% | +46.3% |
| 3Y | +179.1% | +61.3% | +117.8% | +137.1% |
| All | +179.1% | +60.8% | +118.4% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling