+3,662.2%
LHX vs IVZ
+1,081.7%
+2,580.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -3.7% | +1.2% | -4.9% | -4.0% |
| 30D | -13.2% | +1.8% | -14.9% | -13.6% |
| 3M | -18.4% | +15.7% | -34.1% | -22.0% |
| 6M | -32.0% | +36.3% | -68.3% | -38.0% |
| YTD | -13.6% | +24.9% | -38.6% | -19.7% |
| 1Y | -6.0% | +48.9% | -54.9% | -17.0% |
| 3Y | +57.9% | +136.8% | -78.9% | +18.3% |
| 5Y | +19.2% | +60.0% | -40.7% | -4.5% |
| 10Y | +232.3% | +63.4% | +168.9% | +140.9% |
| All | +3,662.2% | +1,081.7% | +2,580.5% | +1,283.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling