+1,190.0%
LHX vs LVS
+65.2%
+1,124.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -3.7% | -2.7% | -1.0% | -3.3% |
| 30D | -13.2% | -4.7% | -8.5% | -12.6% |
| 3M | -18.4% | -15.6% | -2.8% | -16.4% |
| 6M | -32.0% | -18.6% | -13.3% | -30.1% |
| YTD | -13.6% | -32.3% | +18.6% | -9.1% |
| 1Y | -6.0% | -18.0% | +12.1% | -4.1% |
| 3Y | +57.9% | -5.8% | +63.8% | +55.4% |
| 5Y | +19.2% | +5.7% | +13.5% | +10.9% |
| 10Y | +232.3% | 0.0% | +232.2% | +201.7% |
| All | +1,190.0% | +65.2% | +1,124.8% | +819.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling