+222.0%
LHX vs VFC
-69.1%
+291.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.7% |
| 7D | -4.3% | -1.4% | -2.9% | -4.1% |
| 30D | -15.1% | -9.0% | -6.2% | -14.1% |
| 3M | -21.0% | -24.2% | +3.2% | -18.4% |
| 6M | -32.0% | -18.5% | -13.5% | -30.7% |
| YTD | -15.3% | -25.9% | +10.5% | -12.8% |
| 1Y | -11.1% | -13.0% | +1.9% | -11.0% |
| 3Y | +54.0% | -20.3% | +74.3% | +43.1% |
| 5Y | +17.1% | -78.1% | +95.2% | +48.9% |
| All | +222.0% | -69.1% | +291.1% | +252.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling