-8.0%
LHX vs ROIV
+91.0%
-98.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -1.5% |
| 7D | +5.3% | +9.2% | -3.9% | +4.9% |
| 30D | +15.8% | +19.9% | -4.1% | +14.8% |
| 3M | -6.1% | +10.6% | -16.6% | -6.5% |
| 6M | -11.4% | +36.1% | -47.4% | -13.8% |
| YTD | -6.3% | +84.3% | -90.5% | -11.9% |
| 1Y | -8.0% | +87.6% | -95.5% | -14.5% |
| All | -8.0% | +91.0% | -98.9% | -14.5% |
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