+63.8%
LHX vs ROIV
+298.6%
-234.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | +6.5% | +9.5% | -3.0% | +6.3% |
| 30D | +16.1% | +21.0% | -4.9% | +15.6% |
| 3M | -2.8% | +18.7% | -21.6% | -3.3% |
| 6M | -7.7% | +44.5% | -52.2% | -8.7% |
| YTD | -4.6% | +92.9% | -97.5% | -6.3% |
| 1Y | -6.8% | +100.2% | -107.0% | -8.6% |
| 3Y | +60.8% | +375.0% | -314.2% | +55.3% |
| 5Y | +39.5% | +435.2% | -395.6% | +32.0% |
| All | +63.8% | +298.6% | -234.8% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling