+448.7%
LHX vs VEEV
+586.8%
-138.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.8% | -8.2% | +3.4% | -3.8% |
| 30D | -12.7% | +10.3% | -23.1% | -14.0% |
| 3M | -17.6% | +59.4% | -77.0% | -22.7% |
| 6M | -30.7% | +37.6% | -68.3% | -34.0% |
| YTD | -14.3% | +16.9% | -31.3% | -16.8% |
| 1Y | -8.4% | -5.0% | -3.4% | -8.6% |
| 3Y | +56.7% | +18.5% | +38.2% | +49.7% |
| 5Y | +18.5% | -13.8% | +32.3% | +16.1% |
| 10Y | +229.6% | +547.0% | -317.4% | +131.2% |
| All | +448.7% | +586.8% | -138.1% | +262.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling