+108.8%
MSTR vs LHX
+17.8%
+91.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.8% |
| 7D | -11.2% | -4.8% | -6.4% | -9.5% |
| 30D | +33.8% | -12.7% | +46.5% | +40.7% |
| 3M | +11.5% | -17.6% | +29.1% | +19.3% |
| 6M | -7.2% | -30.7% | +23.6% | +7.6% |
| YTD | -15.4% | -14.3% | -1.0% | -11.9% |
| 1Y | -60.6% | -8.4% | -52.2% | -60.6% |
| 3Y | +260.8% | +56.7% | +204.2% | +177.1% |
| 5Y | +108.8% | +18.5% | +90.4% | +72.5% |
| All | +108.8% | +17.8% | +91.0% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling