-9.3%
LHX vs IVZ
+30.5%
-39.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.2% | -10.6% | -6.7% |
| 7D | -0.3% | +2.6% | -3.0% | -0.5% |
| 30D | +9.7% | -3.5% | +13.1% | +10.0% |
| 3M | -8.5% | -7.4% | -1.1% | -8.0% |
| 6M | -15.1% | +14.7% | -29.8% | -16.5% |
| YTD | -10.4% | +14.6% | -25.0% | -12.7% |
| 1Y | -9.3% | +30.7% | -40.0% | -12.3% |
| All | -9.3% | +30.5% | -39.8% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling