+24.8%
LHX vs RVMD
+620.8%
-596.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -4.8% | -3.6% | -1.2% | -4.6% |
| 30D | -12.7% | -1.1% | -11.7% | -12.7% |
| 3M | -17.6% | +41.0% | -58.7% | -19.3% |
| 6M | -30.7% | +105.7% | -136.4% | -34.0% |
| YTD | -14.3% | +155.3% | -169.7% | -19.6% |
| 1Y | -8.4% | +402.7% | -411.1% | -17.6% |
| 3Y | +56.7% | +533.1% | -476.4% | +36.5% |
| 5Y | +18.5% | +583.5% | -565.1% | +0.6% |
| All | +24.8% | +620.8% | -596.0% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling