+18.7%
LHX vs RVTY
-33.1%
+51.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.5% |
| 7D | -4.3% | -4.5% | +0.3% | -3.8% |
| 30D | -15.1% | +5.5% | -20.6% | -15.7% |
| 3M | -21.0% | +22.5% | -43.5% | -23.0% |
| 6M | -32.0% | +38.9% | -70.9% | -34.9% |
| YTD | -15.3% | +28.7% | -44.1% | -18.4% |
| 1Y | -11.1% | +45.5% | -56.5% | -15.7% |
| 3Y | +54.0% | +16.4% | +37.6% | +47.5% |
| All | +18.7% | -33.1% | +51.8% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling