+23.8%
LHX vs VIK
+225.3%
-201.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.8% |
| 7D | -3.7% | -0.8% | -2.9% | -3.6% |
| 30D | -13.2% | -18.0% | +4.9% | -11.7% |
| 3M | -18.4% | -5.8% | -12.6% | -18.3% |
| 6M | -32.0% | +17.2% | -49.1% | -33.5% |
| YTD | -13.6% | +19.1% | -32.8% | -16.0% |
| 1Y | -6.0% | +33.6% | -39.6% | -9.9% |
| All | +23.8% | +225.3% | -201.5% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling