+2.0%
FISV vs LHX
+227.8%
-225.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.6% | +5.8% |
| 7D | -2.7% | -4.3% | +1.6% | -1.1% |
| 30D | 0.0% | -15.1% | +15.2% | +6.1% |
| 3M | -2.8% | -21.0% | +18.2% | +5.5% |
| 6M | -11.8% | -32.0% | +20.2% | +0.9% |
| YTD | -23.2% | -15.3% | -7.9% | -19.6% |
| 1Y | -62.0% | -11.1% | -50.9% | -61.1% |
| 3Y | -57.6% | +54.0% | -111.6% | -66.2% |
| 5Y | -53.4% | +17.1% | -70.5% | -59.3% |
| All | +2.0% | +227.8% | -225.8% | -40.0% |
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 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