+938.2%
MU vs LHX
+36.1%
+902.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +12.8% | +4.8% | +8.0% | +12.7% |
| 30D | -14.9% | +14.7% | -29.5% | -14.9% |
| 3M | -18.0% | -5.1% | -12.9% | -17.7% |
| 6M | -3.1% | -9.9% | +6.8% | -2.7% |
| YTD | +172.9% | -6.1% | +179.0% | +174.0% |
| 1Y | +228.8% | -4.0% | +232.8% | +229.3% |
| 3Y | +950.8% | +56.9% | +893.9% | +893.2% |
| All | +938.2% | +36.1% | +902.1% | +805.0% |
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