+7,679.3%
LHX vs VMC
+3,191.4%
+4,487.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.2% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -10.4% | -9.1% | -1.3% | -7.8% |
| 3M | -14.9% | -4.1% | -10.8% | -14.1% |
| 6M | -29.6% | -5.5% | -24.1% | -28.8% |
| YTD | -11.8% | -8.9% | -2.9% | -10.0% |
| 1Y | -5.1% | -12.9% | +7.9% | -1.7% |
| 3Y | +61.3% | +22.1% | +39.2% | +47.6% |
| 5Y | +22.4% | +52.7% | -30.3% | +2.0% |
| 10Y | +232.2% | +152.7% | +79.5% | +119.6% |
| All | +7,679.3% | +3,191.4% | +4,487.9% | +2,110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling