-42.3%
MSTR vs LHX
-8.3%
-34.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.5% | +11.6% | +4.7% |
| 7D | -1.8% | -0.3% | -1.5% | -2.0% |
| 30D | -13.3% | +9.7% | -23.0% | -13.7% |
| 3M | +46.0% | -8.5% | +54.5% | +46.6% |
| 6M | -22.4% | -15.1% | -7.4% | -20.6% |
| YTD | -6.2% | -10.4% | +4.2% | -9.1% |
| 1Y | -42.3% | -9.3% | -33.0% | -44.1% |
| All | -42.3% | -8.3% | -34.0% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling