+7,679.3%
LHX vs VFC
+827.5%
+6,851.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | -10.4% | -11.9% | +1.6% | -7.9% |
| 3M | -14.9% | -20.2% | +5.2% | -11.4% |
| 6M | -29.6% | -23.0% | -6.6% | -26.5% |
| YTD | -11.8% | -26.2% | +14.4% | -7.4% |
| 1Y | -5.1% | -13.3% | +8.3% | -5.0% |
| 3Y | +61.3% | -25.5% | +86.8% | +47.0% |
| 5Y | +22.4% | -78.1% | +100.5% | +51.7% |
| 10Y | +232.2% | -68.8% | +301.0% | +248.4% |
| All | +7,679.3% | +827.5% | +6,851.8% | +2,804.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling