+878.4%
MSFT vs LHX
+227.8%
+650.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +1.0% |
| 7D | -0.8% | -4.3% | +3.4% | +0.4% |
| 30D | +0.8% | -15.1% | +16.0% | +5.4% |
| 3M | +27.2% | -21.0% | +48.2% | +34.8% |
| 6M | +22.9% | -32.0% | +54.9% | +36.0% |
| YTD | +3.1% | -15.3% | +18.5% | +6.0% |
| 1Y | -0.3% | -11.1% | +10.8% | +0.6% |
| 3Y | +50.1% | +54.0% | -3.9% | +23.3% |
| 5Y | +74.6% | +17.1% | +57.5% | +54.6% |
| All | +878.4% | +227.8% | +650.6% | +512.8% |
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