+131,319.0%
MSFT vs LHX
+7,918.1%
+123,400.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | -1.0% | -3.7% | +2.7% | +0.1% |
| 30D | -2.7% | -13.2% | +10.5% | +1.5% |
| 3M | +22.1% | -18.4% | +40.5% | +28.8% |
| 6M | +20.6% | -32.0% | +52.5% | +34.2% |
| YTD | +2.3% | -13.6% | +16.0% | +5.3% |
| 1Y | -0.5% | -6.0% | +5.4% | -0.7% |
| 3Y | +50.5% | +57.9% | -7.4% | +25.7% |
| 5Y | +72.3% | +19.2% | +53.1% | +54.4% |
| 10Y | +885.0% | +232.3% | +652.8% | +522.9% |
| All | +131,319.0% | +7,918.1% | +123,400.9% | +29,006.3% |
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