+18.7%
LHX vs LVS
+8.6%
+10.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | -4.3% | -3.5% | -0.8% | -4.1% |
| 30D | -15.1% | -6.2% | -8.9% | -14.9% |
| 3M | -21.0% | -14.8% | -6.1% | -20.3% |
| 6M | -32.0% | -20.9% | -11.1% | -31.2% |
| YTD | -15.3% | -33.0% | +17.7% | -13.6% |
| 1Y | -11.1% | -20.0% | +9.0% | -10.2% |
| 3Y | +54.0% | -6.9% | +60.9% | +52.7% |
| All | +18.7% | +8.6% | +10.1% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling