+7,679.3%
LHX vs RVTY
+2,356.0%
+5,323.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -10.4% | +10.8% | -21.2% | -12.7% |
| 3M | -14.9% | +26.8% | -41.7% | -20.2% |
| 6M | -29.6% | +39.3% | -68.9% | -35.8% |
| YTD | -11.8% | +31.6% | -43.4% | -18.8% |
| 1Y | -5.1% | +47.7% | -52.8% | -15.5% |
| 3Y | +61.3% | +19.9% | +41.4% | +46.8% |
| 5Y | +22.4% | -32.3% | +54.7% | +25.6% |
| 10Y | +232.2% | +138.4% | +93.8% | +136.3% |
| All | +7,679.3% | +2,356.0% | +5,323.3% | +2,513.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling