-9.3%
LHX vs VIVK
-100.0%
+90.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -27.5% | +21.0% | -6.3% |
| 7D | -0.3% | -68.7% | +68.3% | +0.1% |
| 30D | +9.7% | -90.0% | +99.7% | +10.3% |
| 3M | -8.5% | -98.1% | +89.5% | -7.5% |
| 6M | -15.1% | -99.9% | +84.8% | -14.1% |
| YTD | -10.4% | -99.9% | +89.5% | -8.4% |
| 1Y | -9.3% | -100.0% | +90.7% | -9.2% |
| All | -9.3% | -100.0% | +90.7% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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