+5,528.0%
MS vs LHX
+7,190.8%
-1,662.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +5.1% | +4.8% | +0.3% | +2.6% |
| 30D | +5.7% | +14.7% | -9.0% | -2.0% |
| 3M | -12.2% | -5.1% | -7.0% | -10.5% |
| 6M | -0.5% | -9.9% | +9.4% | +3.1% |
| YTD | +9.8% | -6.1% | +15.9% | +10.2% |
| 1Y | +17.7% | -4.0% | +21.7% | +16.6% |
| 3Y | +176.8% | +56.9% | +119.9% | +108.7% |
| 5Y | +123.7% | +36.6% | +87.1% | +73.8% |
| 10Y | +556.3% | +217.5% | +338.8% | +212.4% |
| All | +5,528.0% | +7,190.8% | -1,662.8% | +642.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling