-4.5%
LHX vs VIVK
-100.0%
+95.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -12.3% | +10.2% | -2.1% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | -10.4% | -43.6% | +33.2% | -10.3% |
| 3M | -16.9% | -95.1% | +78.2% | -16.9% |
| 6M | -29.9% | -98.2% | +68.3% | -30.1% |
| YTD | -12.0% | -97.9% | +85.9% | -11.4% |
| 1Y | -4.5% | -100.0% | +95.4% | -2.0% |
| All | -4.5% | -100.0% | +95.4% | -2.0% |
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