-4.5%
LHX vs RVMD
+430.6%
-435.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -2.4% | +1.0% | -3.5% | -2.5% |
| 30D | -10.4% | +6.4% | -16.8% | -10.5% |
| 3M | -16.9% | +34.9% | -51.8% | -17.8% |
| 6M | -29.9% | +107.6% | -137.5% | -32.1% |
| YTD | -12.0% | +163.7% | -175.7% | -14.6% |
| 1Y | -4.5% | +439.2% | -443.7% | -11.1% |
| All | -4.5% | +430.6% | -435.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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