+21.4%
LHX vs VIK
+225.1%
-203.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -4.3% | -0.9% | -3.3% | -4.2% |
| 30D | -15.1% | -18.4% | +3.3% | -13.7% |
| 3M | -21.0% | -8.8% | -12.2% | -20.6% |
| 6M | -32.0% | +17.1% | -49.1% | -33.6% |
| YTD | -15.3% | +19.0% | -34.4% | -17.7% |
| 1Y | -11.1% | +30.1% | -41.2% | -14.5% |
| All | +21.4% | +225.1% | -203.7% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling