+47.1%
LHX vs ROIV
+289.9%
-242.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.8% |
| 7D | -4.8% | +19.0% | -23.8% | -5.2% |
| 30D | -12.7% | +16.1% | -28.9% | -13.1% |
| 3M | -17.6% | +44.1% | -61.7% | -18.5% |
| 6M | -30.7% | +37.8% | -68.6% | -31.4% |
| YTD | -14.3% | +88.7% | -103.0% | -15.8% |
| 1Y | -8.4% | +197.3% | -205.7% | -10.8% |
| 3Y | +56.7% | +224.9% | -168.3% | +51.5% |
| 5Y | +18.5% | +311.0% | -292.6% | +14.0% |
| All | +47.1% | +289.9% | -242.8% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling