+49.1%
MSFT vs LHX
+55.8%
-6.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -3.5% | -4.8% | +1.3% | -3.4% |
| 30D | -2.1% | -12.7% | +10.7% | -2.0% |
| 3M | +24.2% | -17.6% | +41.8% | +24.3% |
| 6M | +21.9% | -30.7% | +52.6% | +23.7% |
| YTD | +2.5% | -14.3% | +16.8% | +1.9% |
| 1Y | -0.8% | -8.4% | +7.6% | -2.0% |
| All | +49.1% | +55.8% | -6.6% | +38.2% |
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