+104,499.0%
MU vs LHX
+8,088.8%
+96,410.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +7.2% | -2.5% | +9.7% | +8.5% |
| 30D | +14.0% | -10.4% | +24.3% | +20.3% |
| 3M | +5.4% | -14.9% | +20.3% | +12.1% |
| 6M | +170.3% | -29.6% | +199.9% | +215.4% |
| YTD | +250.7% | -11.8% | +262.5% | +261.5% |
| 1Y | +662.1% | -5.1% | +667.2% | +652.5% |
| 3Y | +1,341.2% | +61.3% | +1,279.9% | +933.7% |
| 5Y | +1,319.3% | +22.4% | +1,297.0% | +1,023.4% |
| 10Y | +5,778.3% | +232.2% | +5,546.1% | +2,427.5% |
| All | +104,499.0% | +8,088.8% | +96,410.2% | +9,062.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling