+222.0%
LHX vs VEEV
+556.2%
-334.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | -4.3% | -4.6% | +0.4% | -3.7% |
| 30D | -15.1% | +8.6% | -23.8% | -16.2% |
| 3M | -21.0% | +62.4% | -83.4% | -26.2% |
| 6M | -32.0% | +40.3% | -72.2% | -35.5% |
| YTD | -15.3% | +17.5% | -32.9% | -17.8% |
| 1Y | -11.1% | -6.1% | -4.9% | -11.1% |
| 3Y | +54.0% | +16.7% | +37.3% | +47.2% |
| 5Y | +17.1% | -13.3% | +30.5% | +15.4% |
| All | +222.0% | +556.2% | -334.1% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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