+19.2%
LHX vs ROIV
+319.8%
-300.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | -3.7% | +22.3% | -26.0% | -4.2% |
| 30D | -13.2% | +16.9% | -30.0% | -13.5% |
| 3M | -18.4% | +43.9% | -62.3% | -19.1% |
| 6M | -32.0% | +41.6% | -73.5% | -32.6% |
| YTD | -13.6% | +92.7% | -106.3% | -15.2% |
| 1Y | -6.0% | +210.2% | -216.1% | -8.5% |
| 3Y | +57.9% | +231.8% | -173.9% | +52.8% |
| 5Y | +19.2% | +319.8% | -300.6% | +9.8% |
| All | +19.2% | +319.8% | -300.6% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling