+56.9%
LHX vs FFIV
+95.4%
-38.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | +4.8% | -0.5% | +5.3% | +4.8% |
| 30D | +14.7% | -32.4% | +47.1% | +17.9% |
| 3M | -5.1% | -25.7% | +20.6% | -3.6% |
| 6M | -9.9% | -13.5% | +3.6% | -10.2% |
| YTD | -6.1% | +21.1% | -27.2% | -10.6% |
| 1Y | -4.0% | +29.4% | -33.4% | -9.3% |
| 3Y | +56.9% | +94.9% | -38.0% | +33.2% |
| All | +56.9% | +95.4% | -38.5% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling