+222.0%
LHX vs RVTY
+145.6%
+76.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.7% |
| 7D | -4.3% | -4.5% | +0.3% | -3.4% |
| 30D | -15.1% | +5.5% | -20.6% | -16.1% |
| 3M | -21.0% | +22.5% | -43.5% | -24.2% |
| 6M | -32.0% | +38.9% | -70.9% | -36.6% |
| YTD | -15.3% | +28.7% | -44.1% | -20.3% |
| 1Y | -11.1% | +45.5% | -56.5% | -18.5% |
| 3Y | +54.0% | +16.4% | +37.6% | +43.9% |
| 5Y | +17.1% | -32.7% | +49.9% | +22.1% |
| All | +222.0% | +145.6% | +76.4% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling