+54.0%
LHX vs VSXY
+352.7%
-298.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.2% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -15.1% | -18.7% | +3.5% | -14.7% |
| 3M | -21.0% | -4.0% | -17.0% | -20.9% |
| 6M | -32.0% | +67.5% | -99.5% | -33.3% |
| YTD | -15.3% | +39.7% | -55.0% | -16.6% |
| 1Y | -11.1% | +180.0% | -191.0% | -14.6% |
| 3Y | +54.0% | +337.3% | -283.3% | +35.5% |
| All | +54.0% | +352.7% | -298.7% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling