+54.0%
LHX vs ITOT
+75.8%
-21.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.4% |
| 7D | -4.3% | -0.9% | -3.3% | -3.9% |
| 30D | -15.1% | -1.5% | -13.7% | -14.7% |
| 3M | -21.0% | +3.6% | -24.5% | -22.1% |
| 6M | -32.0% | +13.7% | -45.7% | -35.6% |
| YTD | -15.3% | +12.9% | -28.3% | -19.6% |
| 1Y | -11.1% | +17.2% | -28.2% | -16.7% |
| 3Y | +54.0% | +75.6% | -21.6% | +17.7% |
| All | +54.0% | +75.8% | -21.8% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling