+310.3%
IVV vs LHX
+215.8%
+94.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.6% | +4.8% | -2.2% | +1.1% |
| 30D | -2.0% | +14.7% | -16.7% | -6.3% |
| 3M | -2.8% | -5.1% | +2.4% | -1.6% |
| 6M | +2.2% | -9.9% | +12.1% | +4.5% |
| YTD | +11.5% | -6.1% | +17.6% | +11.6% |
| 1Y | +13.5% | -4.0% | +17.5% | +12.7% |
| 3Y | +78.1% | +56.9% | +21.2% | +46.4% |
| 5Y | +73.1% | +36.6% | +36.5% | +45.9% |
| All | +310.3% | +215.8% | +94.5% | +169.1% |
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