+222.0%
LHX vs IVZ
+65.9%
+156.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -4.3% | -2.4% | -1.9% | -3.8% |
| 30D | -15.1% | +3.0% | -18.2% | -15.7% |
| 3M | -21.0% | +14.9% | -35.8% | -23.7% |
| 6M | -32.0% | +36.7% | -68.7% | -36.9% |
| YTD | -15.3% | +25.7% | -41.0% | -20.3% |
| 1Y | -11.1% | +47.7% | -58.7% | -19.5% |
| 3Y | +54.0% | +138.8% | -84.8% | +20.6% |
| 5Y | +17.1% | +62.1% | -45.0% | -2.4% |
| All | +222.0% | +65.9% | +156.1% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling