-4.5%
LHX vs VG
+14.1%
-18.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -2.4% | +1.7% | -4.1% | -2.5% |
| 30D | -10.4% | +16.0% | -26.4% | -11.0% |
| 3M | -16.9% | +9.7% | -26.6% | -17.4% |
| 6M | -29.9% | +29.6% | -59.5% | -32.4% |
| YTD | -12.0% | +112.0% | -124.0% | -20.0% |
| 1Y | -4.5% | +12.8% | -17.3% | -8.5% |
| All | -4.5% | +14.1% | -18.7% | -8.5% |
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