+222.0%
LHX vs IQV
+242.6%
-20.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.6% |
| 7D | -4.3% | -2.2% | -2.0% | -3.7% |
| 30D | -15.1% | +8.3% | -23.4% | -16.9% |
| 3M | -21.0% | +44.6% | -65.5% | -28.3% |
| 6M | -32.0% | +52.6% | -84.6% | -39.4% |
| YTD | -15.3% | +16.1% | -31.5% | -19.7% |
| 1Y | -11.1% | +37.3% | -48.3% | -19.7% |
| 3Y | +54.0% | +21.6% | +32.4% | +39.5% |
| 5Y | +17.1% | +0.5% | +16.6% | +10.2% |
| All | +222.0% | +242.6% | -20.5% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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