+222.0%
LHX vs VIVK
-100.0%
+322.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.4% | +6.2% | -1.1% |
| 7D | -4.3% | -4.4% | +0.1% | -4.2% |
| 30D | -15.1% | -40.8% | +25.7% | -14.9% |
| 3M | -21.0% | -94.1% | +73.2% | -19.9% |
| 6M | -32.0% | -98.2% | +66.2% | -30.9% |
| YTD | -15.3% | -98.0% | +82.7% | -14.3% |
| 1Y | -11.1% | -100.0% | +88.9% | -8.1% |
| 3Y | +54.0% | -100.0% | +154.0% | +58.4% |
| 5Y | +17.1% | -100.0% | +117.1% | +20.4% |
| All | +222.0% | -100.0% | +322.0% | +222.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling