+272.3%
LHX vs FTV
+87.0%
+185.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -1.7% |
| 7D | -3.7% | -1.3% | -2.4% | -3.3% |
| 30D | -13.2% | -9.5% | -3.6% | -10.3% |
| 3M | -18.4% | -10.9% | -7.4% | -15.4% |
| 6M | -32.0% | -0.6% | -31.3% | -32.1% |
| YTD | -13.6% | +1.4% | -15.1% | -14.9% |
| 1Y | -6.0% | +17.6% | -23.6% | -12.0% |
| 3Y | +57.9% | -3.3% | +61.2% | +54.7% |
| 5Y | +19.2% | -0.1% | +19.4% | +13.5% |
| 10Y | +232.3% | +82.5% | +149.8% | +149.8% |
| All | +272.3% | +87.0% | +185.3% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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