+55.8%
LHX vs VMC
+17.8%
+38.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -4.8% | -3.7% | -1.1% | -4.0% |
| 30D | -12.7% | -12.8% | 0.0% | -10.1% |
| 3M | -17.6% | -7.9% | -9.7% | -16.3% |
| 6M | -30.7% | -7.5% | -23.2% | -29.8% |
| YTD | -14.3% | -11.6% | -2.7% | -12.4% |
| 1Y | -8.4% | -14.3% | +5.9% | -5.6% |
| All | +55.8% | +17.8% | +38.0% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling