+938.6%
IGV vs LHX
+2,916.9%
-1,978.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -5.4% | -4.8% | -0.6% | -3.5% |
| 30D | -2.6% | -12.7% | +10.1% | +2.6% |
| 3M | +10.5% | -17.6% | +28.2% | +18.3% |
| 6M | +18.2% | -30.7% | +48.9% | +35.0% |
| YTD | -4.2% | -14.3% | +10.1% | -0.1% |
| 1Y | -9.8% | -8.4% | -1.4% | -8.7% |
| 3Y | +39.1% | +56.7% | -17.5% | +11.4% |
| 5Y | +21.2% | +18.5% | +2.7% | +5.9% |
| 10Y | +361.5% | +229.6% | +132.0% | +147.8% |
| All | +938.6% | +2,916.9% | -1,978.3% | +108.8% |
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