+1,583.7%
LHX vs ITOT
+887.7%
+696.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.9% |
| 7D | -4.3% | -0.9% | -3.3% | -3.5% |
| 30D | -15.1% | -1.5% | -13.7% | -14.1% |
| 3M | -21.0% | +3.6% | -24.5% | -23.6% |
| 6M | -32.0% | +13.7% | -45.7% | -39.5% |
| YTD | -15.3% | +12.9% | -28.3% | -24.3% |
| 1Y | -11.1% | +17.2% | -28.2% | -23.1% |
| 3Y | +54.0% | +75.6% | -21.6% | -9.1% |
| 5Y | +17.1% | +75.5% | -58.4% | -33.3% |
| 10Y | +225.8% | +302.0% | -76.2% | -20.5% |
| All | +1,583.7% | +887.7% | +696.0% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling