+82.3%
IVV vs LHX
+19.9%
+62.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | -0.4% | -3.7% | +3.4% | +0.4% |
| 30D | -1.4% | -13.2% | +11.8% | +1.2% |
| 3M | +3.7% | -18.4% | +22.1% | +7.5% |
| 6M | +13.0% | -32.0% | +45.0% | +21.7% |
| YTD | +12.4% | -13.6% | +26.1% | +14.4% |
| 1Y | +18.6% | -6.0% | +24.6% | +18.1% |
| 3Y | +78.1% | +57.9% | +20.1% | +55.2% |
| 5Y | +82.3% | +19.2% | +63.0% | +65.4% |
| All | +82.3% | +19.9% | +62.4% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling