+54.0%
LHX vs IVZ
+134.7%
-80.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -4.3% | -2.4% | -1.9% | -4.0% |
| 30D | -15.1% | +3.0% | -18.2% | -15.4% |
| 3M | -21.0% | +14.9% | -35.8% | -22.2% |
| 6M | -32.0% | +36.7% | -68.7% | -34.4% |
| YTD | -15.3% | +25.7% | -41.0% | -17.7% |
| 1Y | -11.1% | +47.7% | -58.7% | -15.1% |
| 3Y | +54.0% | +138.8% | -84.8% | +37.0% |
| All | +54.0% | +134.7% | -80.7% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling