-11.1%
LHX vs LVS
-19.9%
+8.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | -4.3% | -3.5% | -0.8% | -4.0% |
| 30D | -15.1% | -6.2% | -8.9% | -14.8% |
| 3M | -21.0% | -14.8% | -6.1% | -20.2% |
| 6M | -32.0% | -20.9% | -11.1% | -30.9% |
| YTD | -15.3% | -33.0% | +17.7% | -12.8% |
| 1Y | -11.1% | -20.0% | +9.0% | -10.4% |
| All | -11.1% | -19.9% | +8.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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