+61.3%
LHX vs ROIV
+253.6%
-192.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +18.8% | -19.0% | -1.7% |
| 7D | -2.5% | +20.2% | -22.7% | -4.0% |
| 30D | -10.4% | +14.1% | -24.5% | -11.4% |
| 3M | -14.9% | +45.6% | -60.5% | -17.8% |
| 6M | -29.6% | +44.1% | -73.8% | -32.0% |
| YTD | -11.8% | +91.2% | -103.0% | -17.2% |
| 1Y | -5.1% | +221.3% | -226.4% | -15.1% |
| 3Y | +61.3% | +229.2% | -167.9% | +40.4% |
| All | +61.3% | +253.6% | -192.3% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling