-9.3%
LHX vs VIK
+55.4%
-64.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.2% | -12.7% | -6.8% |
| 7D | -0.3% | +5.4% | -5.7% | -0.6% |
| 30D | +9.7% | +12.5% | -2.9% | +8.8% |
| 3M | -8.5% | -15.2% | +6.7% | -7.8% |
| 6M | -15.1% | +15.4% | -30.5% | -16.7% |
| YTD | -10.4% | +27.7% | -38.1% | -13.7% |
| 1Y | -9.3% | +59.7% | -69.0% | -15.3% |
| All | -9.3% | +55.4% | -64.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 1y: compounded portfolio wealth divided by compounded VIK 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…
1y analysis · Full analysis span regression · 6 months rolling