+659.5%
MSTR vs LHX
+227.8%
+431.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | -8.3% | -4.3% | -4.0% | -6.9% |
| 30D | +38.1% | -15.1% | +53.3% | +45.9% |
| 3M | +9.0% | -21.0% | +30.0% | +17.5% |
| 6M | -5.3% | -32.0% | +26.7% | +7.9% |
| YTD | -13.8% | -15.3% | +1.5% | -10.0% |
| 1Y | -59.8% | -11.1% | -48.8% | -59.0% |
| 3Y | +282.2% | +54.0% | +228.2% | +216.2% |
| 5Y | +112.8% | +17.1% | +95.6% | +91.3% |
| All | +659.5% | +227.8% | +431.6% | +418.9% |
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