+36.0%
LHX vs FFIV
+35.3%
+0.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.5% |
| 7D | +4.8% | -0.5% | +5.3% | +4.9% |
| 30D | +14.7% | -32.4% | +47.1% | +18.9% |
| 3M | -5.1% | -25.7% | +20.6% | -2.9% |
| 6M | -9.9% | -13.5% | +3.6% | -9.7% |
| YTD | -6.1% | +21.1% | -27.2% | -10.4% |
| 1Y | -4.0% | +29.4% | -33.4% | -9.2% |
| 3Y | +56.9% | +94.9% | -38.0% | +38.5% |
| All | +36.0% | +35.3% | +0.7% | +23.2% |
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 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