+222.0%
LHX vs FIVN
+118.5%
+103.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | -4.3% | -7.8% | +3.6% | -3.9% |
| 30D | -15.1% | -1.7% | -13.4% | -15.1% |
| 3M | -21.0% | +47.2% | -68.2% | -22.9% |
| 6M | -32.0% | +82.7% | -114.7% | -34.9% |
| YTD | -15.3% | +52.9% | -68.2% | -18.2% |
| 1Y | -11.1% | +17.5% | -28.5% | -12.7% |
| 3Y | +54.0% | -55.8% | +109.8% | +59.3% |
| 5Y | +17.1% | -82.3% | +99.4% | +27.1% |
| All | +222.0% | +118.5% | +103.5% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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