+18.7%
LHX vs VMC
+47.0%
-28.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -4.3% | -3.8% | -0.5% | -3.4% |
| 30D | -15.1% | -9.7% | -5.5% | -13.3% |
| 3M | -21.0% | -9.6% | -11.3% | -19.4% |
| 6M | -32.0% | -4.8% | -27.2% | -31.5% |
| YTD | -15.3% | -10.9% | -4.4% | -13.6% |
| 1Y | -11.1% | -15.6% | +4.5% | -8.2% |
| 3Y | +54.0% | +19.3% | +34.7% | +47.4% |
| All | +18.7% | +47.0% | -28.3% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling