+19.2%
LHX vs FFIV
+100.0%
-80.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -5.9% | -2.5% |
| 7D | -3.7% | +3.5% | -7.2% | -4.1% |
| 30D | -13.2% | -1.3% | -11.8% | -13.1% |
| 3M | -18.4% | +2.4% | -20.7% | -18.7% |
| 6M | -32.0% | +41.8% | -73.8% | -35.2% |
| YTD | -13.6% | +58.5% | -72.2% | -19.1% |
| 1Y | -6.0% | +24.3% | -30.3% | -9.0% |
| 3Y | +57.9% | +152.0% | -94.1% | +37.8% |
| 5Y | +19.2% | +99.1% | -79.9% | +5.1% |
| All | +19.2% | +100.0% | -80.8% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling