-4.5%
LHX vs ROIV
+177.7%
-182.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | -2.4% | +0.6% | -3.1% | -2.5% |
| 30D | -10.4% | +1.0% | -11.3% | -10.5% |
| 3M | -16.9% | +18.3% | -35.2% | -18.2% |
| 6M | -29.9% | +18.3% | -48.3% | -31.3% |
| YTD | -12.0% | +61.0% | -73.0% | -15.7% |
| 1Y | -4.5% | +177.9% | -182.4% | -4.9% |
| All | -4.5% | +177.7% | -182.2% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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