+5,731.6%
MU vs LHX
+227.8%
+5,503.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -4.1% | -4.3% | +0.2% | -2.8% |
| 30D | +7.0% | -15.1% | +22.2% | +12.4% |
| 3M | -2.1% | -21.0% | +18.9% | +4.1% |
| 6M | +133.1% | -32.0% | +165.1% | +161.3% |
| YTD | +241.9% | -15.3% | +257.2% | +252.2% |
| 1Y | +548.8% | -11.1% | +559.8% | +554.5% |
| 3Y | +1,308.2% | +54.0% | +1,254.2% | +1,018.4% |
| 5Y | +1,260.7% | +17.1% | +1,243.6% | +1,059.4% |
| All | +5,731.6% | +227.8% | +5,503.8% | +3,081.6% |
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