+275.2%
MSTR vs LHX
+55.8%
+219.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.8% |
| 7D | -11.2% | -4.8% | -6.4% | -9.7% |
| 30D | +33.8% | -12.7% | +46.5% | +39.9% |
| 3M | +11.5% | -17.6% | +29.1% | +18.6% |
| 6M | -7.2% | -30.7% | +23.6% | +7.5% |
| YTD | -15.4% | -14.3% | -1.0% | -12.8% |
| 1Y | -60.6% | -8.4% | -52.2% | -61.1% |
| All | +275.2% | +55.8% | +219.4% | +197.2% |
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