+1,384.0%
MU vs LHX
+57.1%
+1,327.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.8% | +2.7% |
| 7D | +7.5% | -3.7% | +11.2% | +7.4% |
| 30D | +19.4% | -13.2% | +32.5% | +18.9% |
| 3M | +9.8% | -18.4% | +28.2% | +9.8% |
| 6M | +164.1% | -32.0% | +196.1% | +174.7% |
| YTD | +260.3% | -13.6% | +274.0% | +259.5% |
| 1Y | +661.2% | -6.0% | +667.1% | +651.3% |
| All | +1,384.0% | +57.1% | +1,327.0% | +1,291.2% |
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