+222.0%
LHX vs VSH
+196.4%
+25.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.1% | -7.3% | -2.0% |
| 7D | -4.3% | +4.8% | -9.0% | -4.9% |
| 30D | -15.1% | -0.7% | -14.4% | -15.2% |
| 3M | -21.0% | -43.1% | +22.1% | -15.3% |
| 6M | -32.0% | +91.8% | -123.8% | -42.2% |
| YTD | -15.3% | +131.6% | -146.9% | -30.9% |
| 1Y | -11.1% | +118.1% | -129.1% | -27.0% |
| 3Y | +54.0% | +40.9% | +13.1% | +33.6% |
| 5Y | +17.1% | +75.8% | -58.6% | -6.4% |
| All | +222.0% | +196.4% | +25.6% | +102.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling