+54.0%
LHX vs VRSK
-26.5%
+80.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.3% | -5.2% | +0.9% | -3.4% |
| 30D | -15.1% | -2.3% | -12.8% | -14.9% |
| 3M | -21.0% | -2.9% | -18.0% | -20.5% |
| 6M | -32.0% | -12.8% | -19.2% | -30.2% |
| YTD | -15.3% | -20.8% | +5.5% | -11.3% |
| 1Y | -11.1% | -33.2% | +22.2% | -2.7% |
| 3Y | +54.0% | -26.6% | +80.6% | +64.2% |
| All | +54.0% | -26.5% | +80.5% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling