+719.8%
MU vs LHX
-4.7%
+724.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.3% | +5.7% |
| 7D | +9.0% | -2.4% | +11.4% | +8.6% |
| 30D | +13.8% | -10.4% | +24.2% | +11.9% |
| 3M | +2.1% | -16.9% | +19.0% | +0.7% |
| 6M | +153.8% | -29.9% | +183.7% | +170.5% |
| YTD | +256.4% | -12.0% | +268.4% | +248.6% |
| 1Y | +719.8% | -4.5% | +724.3% | +742.9% |
| All | +719.8% | -4.7% | +724.4% | +742.9% |
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 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