+222.0%
LHX vs VIG
+250.0%
-28.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.7% |
| 7D | -4.3% | -1.1% | -3.2% | -3.4% |
| 30D | -15.1% | -2.7% | -12.4% | -13.1% |
| 3M | -21.0% | +2.5% | -23.5% | -22.7% |
| 6M | -32.0% | +9.2% | -41.2% | -36.9% |
| YTD | -15.3% | +9.8% | -25.2% | -21.8% |
| 1Y | -11.1% | +12.4% | -23.4% | -19.4% |
| 3Y | +54.0% | +55.9% | -1.9% | +4.5% |
| 5Y | +17.1% | +63.9% | -46.8% | -25.3% |
| All | +222.0% | +250.0% | -28.0% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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