-9.3%
LHX vs VG
+47.2%
-56.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.7% | +1.2% | -6.1% |
| 7D | -0.3% | -16.4% | +16.0% | +0.4% |
| 30D | +9.7% | -10.8% | +20.4% | +10.1% |
| 3M | -8.5% | -6.3% | -2.2% | -8.4% |
| 6M | -15.1% | -12.5% | -2.6% | -14.9% |
| YTD | -10.4% | +76.9% | -87.3% | -19.1% |
| 1Y | -9.3% | +51.8% | -61.1% | -17.3% |
| All | -9.3% | +47.2% | -56.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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