+143.2%
MS vs LHX
+19.9%
+123.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | +1.7% | -3.7% | +5.4% | +2.6% |
| 30D | 0.0% | -13.2% | +13.2% | +3.3% |
| 3M | +3.0% | -18.4% | +21.3% | +7.6% |
| 6M | +35.7% | -32.0% | +67.6% | +48.3% |
| YTD | +23.3% | -13.6% | +36.9% | +26.2% |
| 1Y | +44.7% | -6.0% | +50.6% | +44.4% |
| 3Y | +178.0% | +57.9% | +120.0% | +144.6% |
| 5Y | +143.2% | +19.2% | +124.0% | +116.4% |
| All | +143.2% | +19.9% | +123.3% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling