+7,517.2%
LHX vs VSH
+1,668.7%
+5,848.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -3.7% | +3.5% | -7.2% | -4.5% |
| 30D | -13.2% | -4.4% | -8.8% | -12.5% |
| 3M | -18.4% | -45.8% | +27.5% | -9.0% |
| 6M | -32.0% | +90.1% | -122.1% | -44.6% |
| YTD | -13.6% | +120.3% | -134.0% | -32.5% |
| 1Y | -6.0% | +112.2% | -118.2% | -26.4% |
| 3Y | +57.9% | +36.6% | +21.4% | +30.5% |
| 5Y | +19.2% | +67.0% | -47.8% | -8.7% |
| 10Y | +232.3% | +179.5% | +52.8% | +110.2% |
| All | +7,517.2% | +1,668.7% | +5,848.5% | +2,226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling