+18.5%
LHX vs VSH
+64.5%
-46.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -4.8% | +3.1% | -7.9% | -5.0% |
| 30D | -12.7% | -5.7% | -7.0% | -12.5% |
| 3M | -17.6% | -42.5% | +24.8% | -15.3% |
| 6M | -30.7% | +82.7% | -113.4% | -36.3% |
| YTD | -14.3% | +118.2% | -132.6% | -22.7% |
| 1Y | -8.4% | +109.7% | -118.1% | -17.2% |
| 3Y | +56.7% | +35.3% | +21.4% | +44.9% |
| 5Y | +18.5% | +65.6% | -47.1% | +9.2% |
| All | +18.5% | +64.5% | -46.0% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling