+222.0%
LHX vs FFIV
+249.4%
-27.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.5% | -1.8% |
| 7D | -4.3% | +5.4% | -9.7% | -5.3% |
| 30D | -15.1% | -2.7% | -12.5% | -14.8% |
| 3M | -21.0% | +4.5% | -25.5% | -22.0% |
| 6M | -32.0% | +42.2% | -74.2% | -37.2% |
| YTD | -15.3% | +61.3% | -76.6% | -24.1% |
| 1Y | -11.1% | +23.0% | -34.1% | -15.7% |
| 3Y | +54.0% | +156.3% | -102.2% | +21.4% |
| 5Y | +17.1% | +102.9% | -85.7% | -4.5% |
| All | +222.0% | +249.4% | -27.3% | +120.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling