-9.3%
LHX vs RVMD
+244.4%
-253.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.8% | -9.3% | -6.5% |
| 7D | -0.3% | +5.8% | -6.2% | -0.4% |
| 30D | +9.7% | -3.8% | +13.5% | +9.8% |
| 3M | -8.5% | +3.2% | -11.7% | -8.6% |
| 6M | -15.1% | +35.0% | -50.1% | -16.2% |
| YTD | -10.4% | +150.7% | -161.2% | -12.7% |
| 1Y | -9.3% | +241.0% | -250.3% | -18.5% |
| All | -9.3% | +244.4% | -253.7% | -18.5% |
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