-4.5%
LHX vs FFIV
+25.9%
-30.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -2.4% | -1.0% | -1.5% | -2.3% |
| 30D | -10.4% | -5.1% | -5.3% | -10.0% |
| 3M | -16.9% | -4.5% | -12.4% | -16.6% |
| 6M | -29.9% | +36.5% | -66.4% | -32.6% |
| YTD | -12.0% | +53.0% | -65.0% | -17.1% |
| 1Y | -4.5% | +24.2% | -28.8% | -2.7% |
| All | -4.5% | +25.9% | -30.4% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling