-9.3%
LHX vs VSH
+62.1%
-71.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.1% | -1.4% | -6.6% |
| 7D | -0.3% | -13.6% | +13.3% | -0.7% |
| 30D | +9.7% | -30.4% | +40.0% | +8.9% |
| 3M | -8.5% | -33.3% | +24.8% | -9.0% |
| 6M | -15.1% | -15.1% | 0.0% | -17.9% |
| YTD | -10.4% | +80.2% | -90.6% | -23.3% |
| 1Y | -9.3% | +63.4% | -72.7% | -21.4% |
| All | -9.3% | +62.1% | -71.4% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling