+776.1%
IVV vs LHX
+2,668.1%
-1,892.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | +0.1% | -2.0% | +2.1% | +0.8% |
| 30D | +0.1% | -9.9% | +10.0% | +3.5% |
| 3M | +2.0% | -16.5% | +18.5% | +7.5% |
| 6M | +13.0% | -29.6% | +42.6% | +25.8% |
| YTD | +13.6% | -11.6% | +25.2% | +16.6% |
| 1Y | +20.1% | -4.1% | +24.2% | +19.6% |
| 3Y | +77.6% | +53.3% | +24.4% | +48.7% |
| 5Y | +82.5% | +22.3% | +60.2% | +61.9% |
| 10Y | +316.5% | +231.9% | +84.7% | +155.8% |
| All | +776.1% | +2,668.1% | -1,892.0% | +155.7% |
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