+222.0%
LHX vs VRSK
+126.1%
+96.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.3% | -5.2% | +0.9% | -2.5% |
| 30D | -15.1% | -2.3% | -12.8% | -14.6% |
| 3M | -21.0% | -2.9% | -18.0% | -20.6% |
| 6M | -32.0% | -12.8% | -19.2% | -29.2% |
| YTD | -15.3% | -20.8% | +5.5% | -8.9% |
| 1Y | -11.1% | -33.2% | +22.2% | +2.3% |
| 3Y | +54.0% | -26.6% | +80.6% | +66.9% |
| 5Y | +17.1% | -11.3% | +28.4% | +13.6% |
| All | +222.0% | +126.1% | +96.0% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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