+357.7%
IGV vs LHX
+227.8%
+129.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.7% |
| 7D | -2.9% | -4.3% | +1.3% | -1.7% |
| 30D | -1.5% | -15.1% | +13.6% | +3.3% |
| 3M | +11.7% | -21.0% | +32.6% | +19.1% |
| 6M | +18.4% | -32.0% | +50.4% | +31.9% |
| YTD | -3.9% | -15.3% | +11.4% | -0.6% |
| 1Y | -9.7% | -11.1% | +1.4% | -8.2% |
| 3Y | +38.4% | +54.0% | -15.6% | +15.7% |
| 5Y | +21.6% | +17.1% | +4.5% | +9.1% |
| All | +357.7% | +227.8% | +129.9% | +178.4% |
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