+75.8%
LHX vs VLTO
+55.4%
+20.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | +5.3% | +0.8% | +4.5% | +5.1% |
| 30D | +15.8% | +18.7% | -2.9% | +10.9% |
| 3M | -6.1% | +21.7% | -27.8% | -10.7% |
| 6M | -11.4% | +35.8% | -47.2% | -17.8% |
| YTD | -6.3% | +18.3% | -24.5% | -10.5% |
| 1Y | -8.0% | +20.9% | -28.9% | -12.6% |
| 3Y | +58.1% | +68.8% | -10.8% | +43.9% |
| All | +75.8% | +55.4% | +20.5% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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