+222.0%
LHX vs VSAT
+3.3%
+218.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.3% | -1.3% | -2.9% | -4.1% |
| 30D | -15.1% | -14.8% | -0.3% | -13.9% |
| 3M | -21.0% | +2.2% | -23.2% | -21.9% |
| 6M | -32.0% | +60.2% | -92.2% | -36.6% |
| YTD | -15.3% | +115.6% | -131.0% | -23.9% |
| 1Y | -11.1% | +132.9% | -143.9% | -21.2% |
| 3Y | +54.0% | +216.1% | -162.1% | +22.5% |
| 5Y | +17.1% | +52.9% | -35.8% | -1.7% |
| All | +222.0% | +3.3% | +218.7% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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