+18.7%
LHX vs VIAV
+139.8%
-121.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.3% |
| 7D | -4.3% | +11.2% | -15.4% | -4.8% |
| 30D | -15.1% | -10.1% | -5.0% | -14.8% |
| 3M | -21.0% | -22.9% | +1.9% | -20.1% |
| 6M | -32.0% | +28.8% | -60.8% | -35.0% |
| YTD | -15.3% | +117.5% | -132.8% | -23.6% |
| 1Y | -11.1% | +216.1% | -227.1% | -23.1% |
| 3Y | +54.0% | +292.2% | -238.2% | +27.8% |
| All | +18.7% | +139.8% | -121.1% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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