-9.3%
LHX vs VFC
+52.5%
-61.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.4% | -10.9% | -6.7% |
| 7D | -0.3% | +21.5% | -21.8% | -1.8% |
| 30D | +9.7% | +46.7% | -37.0% | +6.9% |
| 3M | -8.5% | +38.4% | -46.9% | -10.5% |
| 6M | -15.1% | +15.2% | -30.3% | -16.1% |
| YTD | -10.4% | +17.8% | -28.2% | -11.8% |
| 1Y | -9.3% | +55.6% | -64.9% | -8.8% |
| All | -9.3% | +52.5% | -61.8% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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