+18.5%
LHX vs VO
+40.2%
-21.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -4.8% | -2.5% | -2.3% | -3.6% |
| 30D | -12.7% | -3.2% | -9.5% | -11.4% |
| 3M | -17.6% | +3.9% | -21.6% | -19.2% |
| 6M | -30.7% | +9.6% | -40.4% | -33.8% |
| YTD | -14.3% | +11.6% | -25.9% | -18.8% |
| 1Y | -8.4% | +12.6% | -21.0% | -13.5% |
| 3Y | +56.7% | +55.4% | +1.3% | +27.0% |
| 5Y | +18.5% | +41.8% | -23.4% | -3.5% |
| All | +18.5% | +40.2% | -21.7% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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