+2,412.8%
LHX vs FFIV
+7,933.4%
-5,520.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.5% | -1.6% |
| 7D | -4.3% | +5.4% | -9.7% | -4.9% |
| 30D | -15.1% | -2.7% | -12.5% | -14.9% |
| 3M | -21.0% | +4.5% | -25.5% | -21.6% |
| 6M | -32.0% | +42.2% | -74.2% | -35.3% |
| YTD | -15.3% | +61.3% | -76.6% | -21.0% |
| 1Y | -11.1% | +23.0% | -34.1% | -14.1% |
| 3Y | +54.0% | +156.3% | -102.2% | +33.9% |
| 5Y | +17.1% | +102.9% | -85.7% | +3.8% |
| 10Y | +225.8% | +248.8% | -23.0% | +165.1% |
| All | +2,412.8% | +7,933.4% | -5,520.5% | +1,243.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling