+51.9%
LHX vs ROIV
+232.7%
-180.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.7% |
| 7D | -2.0% | +0.6% | -2.6% | -2.0% |
| 30D | -9.9% | +1.0% | -10.9% | -10.0% |
| 3M | -16.5% | +18.3% | -34.8% | -16.9% |
| 6M | -29.6% | +18.3% | -47.9% | -30.0% |
| YTD | -11.6% | +61.0% | -72.5% | -12.7% |
| 1Y | -4.1% | +177.9% | -182.0% | -6.4% |
| 3Y | +53.3% | +199.1% | -145.8% | +48.8% |
| 5Y | +22.3% | +250.7% | -228.4% | +18.2% |
| All | +51.9% | +232.7% | -180.8% | +47.7% |
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