+730.9%
LHX vs VEU
+188.7%
+542.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.5% |
| 7D | -3.7% | +0.3% | -4.0% | -3.9% |
| 30D | -13.2% | +0.7% | -13.8% | -13.6% |
| 3M | -18.4% | +4.7% | -23.0% | -21.4% |
| 6M | -32.0% | +11.6% | -43.6% | -37.8% |
| YTD | -13.6% | +16.8% | -30.4% | -23.6% |
| 1Y | -6.0% | +24.9% | -30.8% | -20.7% |
| 3Y | +57.9% | +75.7% | -17.8% | +2.6% |
| 5Y | +19.2% | +56.1% | -36.9% | -17.6% |
| 10Y | +232.3% | +153.6% | +78.6% | +56.3% |
| All | +730.9% | +188.7% | +542.2% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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